+463.3%
GLW vs TCOM
+13.4%
+449.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.3% | +8.8% | +7.6% |
| 7D | +14.0% | -7.6% | +21.6% | +14.5% |
| 30D | +0.4% | -12.2% | +12.6% | +1.1% |
| 3M | -11.3% | -14.2% | +2.9% | -10.5% |
| 6M | +35.1% | -25.0% | +60.1% | +38.6% |
| YTD | +90.5% | -43.7% | +134.2% | +101.1% |
| 1Y | +132.0% | -44.5% | +176.6% | +145.1% |
| 3Y | +463.3% | +13.4% | +449.9% | +456.0% |
| All | +463.3% | +13.4% | +449.9% | +456.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling