+587.3%
GE vs TW
+301.3%
+286.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +2.7% | +3.9% | -1.3% | +1.7% |
| 30D | +8.1% | +19.9% | -11.9% | +3.4% |
| 3M | -7.9% | +25.9% | -33.8% | -13.0% |
| 6M | +12.9% | +21.1% | -8.2% | +7.0% |
| YTD | +8.2% | +23.9% | -15.7% | +1.0% |
| 1Y | +9.7% | +21.2% | -11.6% | +3.0% |
| 3Y | +266.1% | +44.8% | +221.3% | +226.4% |
| 5Y | +407.4% | +41.4% | +366.0% | +344.6% |
| All | +587.3% | +301.3% | +286.0% | +409.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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