+1,745.1%
GLW vs TCOM
+2,843.2%
-1,098.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +15.5% | -1.4% | +16.9% | +15.8% |
| 30D | -19.6% | +11.5% | -31.1% | -21.5% |
| 3M | -28.5% | -5.2% | -23.3% | -28.1% |
| 6M | -39.5% | -16.9% | -22.6% | -38.1% |
| YTD | +37.2% | -39.9% | +77.1% | +49.0% |
| 1Y | +35.4% | -42.1% | +77.5% | +48.1% |
| 3Y | +359.7% | +28.0% | +331.6% | +311.7% |
| 5Y | +244.0% | +40.4% | +203.6% | +183.4% |
| 10Y | +556.7% | +5.6% | +551.0% | +443.9% |
| All | +1,745.1% | +2,843.2% | -1,098.2% | +639.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling