+526.0%
GLW vs TCOM
+5.9%
+520.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.5% |
| 7D | +7.7% | -1.8% | +9.5% | +8.1% |
| 30D | -18.8% | +12.1% | -30.9% | -20.7% |
| 3M | -27.7% | -3.2% | -24.5% | -27.6% |
| 6M | -44.4% | -16.6% | -27.8% | -43.1% |
| YTD | +31.3% | -39.4% | +70.7% | +42.6% |
| 1Y | +40.0% | -41.5% | +81.6% | +53.2% |
| 3Y | +339.2% | +24.4% | +314.9% | +291.7% |
| 5Y | +229.2% | +41.6% | +187.6% | +167.8% |
| All | +526.0% | +5.9% | +520.1% | +404.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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