+2,282.4%
GLW vs TCOM
+2,694.8%
-412.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.9% |
| 7D | +3.8% | -9.5% | +13.3% | +5.8% |
| 30D | -1.3% | -10.7% | +9.4% | +0.7% |
| 3M | -21.8% | -14.6% | -7.2% | -20.1% |
| 6M | +6.9% | -19.3% | +26.2% | +10.4% |
| YTD | +77.2% | -42.9% | +120.1% | +95.1% |
| 1Y | +123.2% | -43.8% | +167.0% | +146.4% |
| 3Y | +400.0% | +2.1% | +397.9% | +370.4% |
| 5Y | +342.8% | +31.2% | +311.6% | +270.6% |
| 10Y | +771.4% | -13.9% | +785.3% | +654.3% |
| All | +2,282.4% | +2,694.8% | -412.4% | +868.9% |
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