+1,119.7%
TXN vs GWRE
+741.3%
+378.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.7% |
| 7D | +4.0% | -13.2% | +17.2% | +7.3% |
| 30D | -2.9% | -18.6% | +15.7% | +0.6% |
| 3M | -9.1% | +18.9% | -28.0% | -15.8% |
| 6M | +36.6% | -11.0% | +47.6% | +33.4% |
| YTD | +57.5% | -29.9% | +87.4% | +63.5% |
| 1Y | +49.5% | -44.3% | +93.9% | +66.7% |
| 3Y | +76.5% | +51.7% | +24.9% | +36.9% |
| 5Y | +62.4% | +15.4% | +46.9% | +33.5% |
| 10Y | +429.7% | +129.4% | +300.3% | +253.9% |
| All | +1,119.7% | +741.3% | +378.4% | +593.3% |
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