+394.5%
GLW vs TD
+123.1%
+271.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +2.3% |
| 7D | +16.9% | -1.9% | +18.8% | +18.3% |
| 30D | +7.0% | -1.6% | +8.6% | +8.2% |
| 3M | -3.0% | +4.6% | -7.6% | -5.7% |
| 6M | +31.0% | +26.8% | +4.2% | +13.3% |
| YTD | +93.4% | +28.3% | +65.1% | +66.7% |
| 1Y | +134.7% | +60.4% | +74.3% | +79.1% |
| 3Y | +471.8% | +125.7% | +346.1% | +253.2% |
| 5Y | +394.5% | +122.4% | +272.1% | +200.9% |
| All | +394.5% | +123.1% | +271.4% | +200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling