+1,124.0%
TTMI vs GWRE
+131.0%
+993.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.2% |
| 7D | +0.7% | -13.2% | +13.9% | +3.4% |
| 30D | -8.4% | -18.6% | +10.1% | -6.2% |
| 3M | -32.5% | +18.9% | -51.4% | -38.8% |
| 6M | +32.5% | -11.0% | +43.4% | +27.3% |
| YTD | +83.2% | -29.9% | +113.1% | +89.0% |
| 1Y | +161.7% | -44.3% | +206.0% | +193.1% |
| 3Y | +890.1% | +51.7% | +838.5% | +606.2% |
| 5Y | +832.4% | +15.4% | +817.0% | +614.6% |
| All | +1,124.0% | +131.0% | +993.0% | +526.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling