+20.6%
GEN vs TW
+20.0%
+0.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +2.1% | -0.6% | +2.7% | +2.2% |
| 3M | +19.7% | +3.4% | +16.3% | +18.5% |
| 6M | +33.3% | -18.4% | +51.7% | +39.0% |
| YTD | +11.1% | -3.9% | +15.0% | +11.5% |
| 1Y | +3.0% | -13.3% | +16.3% | +5.6% |
| 3Y | +57.9% | +20.8% | +37.0% | +48.9% |
| 5Y | +20.6% | +20.3% | +0.3% | +14.6% |
| All | +20.6% | +20.0% | +0.6% | +14.6% |
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