+833.1%
GLW vs TD
+303.5%
+529.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.8% |
| 7D | +11.7% | -2.6% | +14.3% | +13.8% |
| 30D | +2.7% | -1.0% | +3.7% | +3.5% |
| 3M | -2.8% | +5.6% | -8.4% | -6.8% |
| 6M | +20.2% | +27.1% | -6.9% | +0.9% |
| YTD | +87.3% | +29.4% | +57.9% | +55.7% |
| 1Y | +119.6% | +60.7% | +58.9% | +56.1% |
| 3Y | +453.7% | +127.6% | +326.1% | +196.7% |
| 5Y | +376.1% | +125.4% | +250.7% | +150.9% |
| All | +833.1% | +303.5% | +529.6% | +233.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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