+606.9%
GEV vs TW
-4.0%
+610.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -1.9% | -2.7% | +0.8% | -1.5% |
| 30D | -8.7% | -1.7% | -7.0% | -8.5% |
| 3M | +6.6% | +1.6% | +5.0% | +4.9% |
| 6M | +10.2% | -17.7% | +27.9% | +16.3% |
| YTD | +41.6% | -4.3% | +46.0% | +40.1% |
| 1Y | +43.9% | -13.1% | +57.0% | +49.0% |
| All | +606.9% | -4.0% | +610.9% | +623.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling