+597.3%
GE vs TW
+221.1%
+376.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -1.6% | -2.3% | +0.7% | -1.0% |
| 30D | -11.6% | +3.9% | -15.5% | -12.4% |
| 3M | +3.0% | +5.7% | -2.7% | +1.0% |
| 6M | -0.5% | -14.5% | +14.0% | +2.7% |
| YTD | +9.7% | -0.9% | +10.6% | +8.4% |
| 1Y | +20.0% | -13.5% | +33.5% | +22.9% |
| 3Y | +275.8% | +25.0% | +250.9% | +246.8% |
| 5Y | +429.1% | +22.7% | +406.4% | +380.2% |
| All | +597.3% | +221.1% | +376.2% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling