+10.7%
TTMI vs GWRE
-24.5%
+35.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +5.9% | -16.1% | -7.8% |
| 7D | -19.2% | +2.2% | -21.4% | -18.2% |
| 30D | -44.9% | +4.5% | -49.4% | -43.4% |
| 3M | -44.7% | +6.4% | -51.2% | -41.6% |
| 6M | -53.4% | +18.8% | -72.2% | -45.7% |
| YTD | +6.3% | -15.1% | +21.5% | +40.9% |
| 1Y | +10.7% | -23.4% | +34.1% | +65.4% |
| All | +10.7% | -24.5% | +35.2% | +65.4% |
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