+224.4%
TXG vs GWRE
-14.1%
+238.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.2% |
| 7D | +5.0% | -30.9% | +35.9% | +8.0% |
| 30D | +13.5% | -20.7% | +34.2% | +15.2% |
| 3M | +128.0% | +20.2% | +107.9% | +120.0% |
| 6M | +224.4% | -11.9% | +236.3% | +222.9% |
| All | +224.4% | -14.1% | +238.5% | +222.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling