+421.2%
GLW vs TD
+128.3%
+292.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.0% | +6.7% |
| 7D | +3.8% | +0.3% | +3.5% | +3.4% |
| 30D | -1.3% | +0.4% | -1.7% | -1.5% |
| 3M | -21.8% | +7.6% | -29.4% | -25.5% |
| 6M | +6.9% | +25.0% | -18.1% | -6.8% |
| YTD | +77.2% | +31.0% | +46.1% | +51.0% |
| 1Y | +123.2% | +65.2% | +58.1% | +72.8% |
| All | +421.2% | +128.3% | +292.9% | +243.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling