+134.7%
GLW vs TD
+61.8%
+72.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +3.1% |
| 7D | +16.9% | -1.9% | +18.8% | +19.6% |
| 30D | +7.0% | -1.6% | +8.6% | +9.4% |
| 3M | -3.0% | +4.6% | -7.6% | -10.0% |
| 6M | +31.0% | +26.8% | +4.2% | -6.9% |
| YTD | +93.4% | +28.3% | +65.1% | +36.6% |
| 1Y | +134.7% | +60.4% | +74.3% | +46.4% |
| All | +134.7% | +61.8% | +72.9% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling