+230.6%
TXT vs GWRE
+749.2%
-518.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +1.6% |
| 7D | +0.8% | -26.2% | +27.0% | +7.5% |
| 30D | -10.4% | -17.8% | +7.3% | -7.3% |
| 3M | -14.3% | +14.2% | -28.6% | -19.2% |
| 6M | -15.1% | -12.9% | -2.2% | -15.8% |
| YTD | -8.3% | -29.2% | +20.9% | -4.6% |
| 1Y | -0.7% | -44.4% | +43.7% | +10.5% |
| 3Y | +6.0% | +51.1% | -45.1% | -17.3% |
| 5Y | +12.5% | +16.5% | -4.0% | -7.3% |
| 10Y | +103.2% | +131.6% | -28.4% | +32.4% |
| All | +230.6% | +749.2% | -518.6% | +61.8% |
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