+172.6%
TTMI vs GWRE
-25.4%
+198.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -19.9% | +28.8% | +2.5% |
| 7D | +5.9% | -21.1% | +27.0% | -0.7% |
| 30D | -4.3% | +1.3% | -5.6% | -2.7% |
| 3M | -32.0% | +7.4% | -39.5% | -26.6% |
| 6M | +19.5% | +5.6% | +13.8% | +31.4% |
| YTD | +82.0% | -19.2% | +101.2% | +109.8% |
| 1Y | +172.6% | -25.1% | +197.8% | +213.4% |
| All | +172.6% | -25.4% | +198.0% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling