+103.1%
TXT vs GWRE
+131.0%
-27.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | +2.5% | -13.2% | +15.7% | +5.7% |
| 30D | -8.9% | -18.6% | +9.7% | -5.6% |
| 3M | -13.6% | +18.9% | -32.5% | -19.2% |
| 6M | -13.1% | -11.0% | -2.1% | -14.4% |
| YTD | -7.0% | -29.9% | +22.9% | -2.6% |
| 1Y | -1.4% | -44.3% | +42.9% | +10.6% |
| 3Y | +7.0% | +51.7% | -44.7% | -19.5% |
| 5Y | +15.4% | +15.4% | 0.0% | -6.1% |
| All | +103.1% | +131.0% | -27.9% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling