+405.9%
GE vs TW
+41.5%
+364.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.6% |
| 7D | +5.1% | +3.2% | +1.9% | +4.4% |
| 30D | +7.6% | +19.7% | -12.1% | +3.1% |
| 3M | -9.3% | +26.8% | -36.1% | -14.4% |
| 6M | +11.5% | +20.9% | -9.3% | +6.0% |
| YTD | +7.9% | +22.9% | -15.0% | +1.0% |
| 1Y | +7.6% | +20.4% | -12.7% | +1.4% |
| 3Y | +265.9% | +42.9% | +223.0% | +226.0% |
| 5Y | +405.9% | +40.2% | +365.7% | +323.3% |
| All | +405.9% | +41.5% | +364.5% | +323.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling