+901.1%
TTMI vs GWRE
+736.4%
+164.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | +6.0% | -30.9% | +37.0% | +13.1% |
| 30D | -6.4% | -20.7% | +14.3% | -3.5% |
| 3M | -28.9% | +20.2% | -49.1% | -35.2% |
| 6M | +26.9% | -11.9% | +38.7% | +22.5% |
| YTD | +77.3% | -30.3% | +107.6% | +81.3% |
| 1Y | +147.5% | -44.6% | +192.1% | +170.9% |
| 3Y | +847.6% | +48.8% | +798.8% | +631.9% |
| 5Y | +802.2% | +14.8% | +787.5% | +628.8% |
| 10Y | +1,076.3% | +128.1% | +948.3% | +666.7% |
| All | +901.1% | +736.4% | +164.8% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling