+166.8%
GEN vs TW
+301.3%
-134.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +2.0% | +3.9% | -1.9% | +1.1% |
| 30D | +27.7% | +19.9% | +7.8% | +22.2% |
| 3M | +3.3% | +25.9% | -22.7% | -2.4% |
| 6M | +31.8% | +21.1% | +10.7% | +25.3% |
| YTD | +13.5% | +23.9% | -10.4% | +7.0% |
| 1Y | +16.0% | +21.2% | -5.2% | +10.0% |
| 3Y | +70.6% | +44.8% | +25.8% | +52.9% |
| 5Y | +32.1% | +41.4% | -9.3% | +17.6% |
| All | +166.8% | +301.3% | -134.6% | +84.9% |
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 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