+169.0%
GEN vs TW
+221.1%
-52.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -1.2% | -2.3% | +1.1% | -0.7% |
| 30D | +10.1% | +3.9% | +6.2% | +9.1% |
| 3M | +16.1% | +5.7% | +10.4% | +14.2% |
| 6M | +38.9% | -14.5% | +53.4% | +43.5% |
| YTD | +14.4% | -0.9% | +15.3% | +13.9% |
| 1Y | +5.9% | -13.5% | +19.4% | +8.7% |
| 3Y | +58.8% | +25.0% | +33.8% | +47.3% |
| 5Y | +24.7% | +22.7% | +2.0% | +14.6% |
| All | +169.0% | +221.1% | -52.1% | +96.8% |
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