+163.0%
GEN vs TW
+209.8%
-46.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -4.3% | -2.7% | -1.6% | -3.7% |
| 30D | +3.8% | -1.7% | +5.5% | +4.2% |
| 3M | +22.3% | +1.6% | +20.7% | +21.5% |
| 6M | +39.0% | -17.7% | +56.6% | +44.9% |
| YTD | +11.9% | -4.3% | +16.2% | +12.3% |
| 1Y | +4.5% | -13.1% | +17.6% | +7.2% |
| 3Y | +59.0% | +20.3% | +38.7% | +48.9% |
| 5Y | +22.0% | +22.0% | 0.0% | +12.3% |
| All | +163.0% | +209.8% | -46.8% | +94.1% |
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