+562.0%
GLW vs TD
+302.8%
+259.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.2% |
| 7D | +1.4% | -3.1% | +4.5% | +4.3% |
| 30D | -18.2% | +6.7% | -24.9% | -22.0% |
| 3M | -24.2% | +3.1% | -27.3% | -25.7% |
| 6M | -41.7% | +17.6% | -59.4% | -48.3% |
| YTD | +38.3% | +34.8% | +3.5% | +11.7% |
| 1Y | +38.2% | +55.6% | -17.4% | +0.7% |
| 3Y | +363.4% | +133.1% | +230.3% | +144.7% |
| 5Y | +254.6% | +104.7% | +149.9% | +103.5% |
| 10Y | +562.0% | +303.6% | +258.4% | +127.6% |
| All | +562.0% | +302.8% | +259.2% | +127.6% |
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