+266.1%
GE vs TW
+44.1%
+222.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.7% | +3.9% | -1.3% | +2.0% |
| 30D | +8.1% | +19.9% | -11.9% | +4.8% |
| 3M | -7.9% | +25.9% | -33.8% | -11.5% |
| 6M | +12.9% | +21.1% | -8.2% | +9.1% |
| YTD | +8.2% | +23.9% | -15.7% | +2.7% |
| 1Y | +9.7% | +21.2% | -11.6% | +4.8% |
| 3Y | +266.1% | +44.8% | +221.3% | +239.9% |
| All | +266.1% | +44.1% | +222.0% | +239.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling