-59.4%
TXG vs GWRE
+15.1%
-74.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.1% |
| 7D | +9.5% | -13.2% | +22.7% | +16.5% |
| 30D | +18.8% | -18.6% | +37.4% | +27.2% |
| 3M | +136.1% | +18.9% | +117.2% | +101.6% |
| 6M | +235.2% | -11.0% | +246.2% | +225.3% |
| YTD | +320.5% | -29.9% | +350.4% | +367.1% |
| 1Y | +425.2% | -44.3% | +469.5% | +577.3% |
| 3Y | +42.9% | +51.7% | -8.8% | -30.6% |
| All | -59.4% | +15.1% | -74.5% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling