+134.7%
GLW vs TCOM
-45.6%
+180.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.1% |
| 7D | +16.9% | -10.2% | +27.1% | +15.6% |
| 30D | +7.0% | -16.8% | +23.8% | +5.2% |
| 3M | -3.0% | -16.7% | +13.7% | -2.9% |
| 6M | +31.0% | -27.1% | +58.1% | +33.6% |
| YTD | +93.4% | -45.5% | +138.9% | +100.0% |
| 1Y | +134.7% | -45.9% | +180.6% | +142.4% |
| All | +134.7% | -45.6% | +180.3% | +142.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling