-2.7%
TXT vs GWRE
-25.4%
+22.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -19.9% | +19.6% | -1.2% |
| 7D | -4.8% | -21.1% | +16.3% | -5.6% |
| 30D | -10.6% | +1.3% | -11.9% | -10.3% |
| 3M | -13.2% | +7.4% | -20.6% | -13.4% |
| 6M | -20.3% | +5.6% | -26.0% | -19.9% |
| YTD | -9.3% | -19.2% | +9.9% | -8.0% |
| 1Y | -2.7% | -25.1% | +22.5% | -1.3% |
| All | -2.7% | -25.4% | +22.7% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling