+570.5%
GE vs TW
+209.8%
+360.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.8% | -2.7% | -0.1% | -2.2% |
| 30D | -11.9% | -1.7% | -10.2% | -11.6% |
| 3M | +1.8% | +1.6% | +0.2% | +0.8% |
| 6M | -0.6% | -17.7% | +17.1% | +3.6% |
| YTD | +5.5% | -4.3% | +9.9% | +5.1% |
| 1Y | +15.0% | -13.1% | +28.1% | +17.3% |
| 3Y | +269.5% | +20.3% | +249.2% | +244.2% |
| 5Y | +422.4% | +22.0% | +400.5% | +374.8% |
| All | +570.5% | +209.8% | +360.6% | +429.8% |
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