+243.8%
GLW vs TD
+105.4%
+138.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.5% | +7.7% | +8.2% |
| 7D | -5.9% | -0.6% | -5.2% | -5.2% |
| 30D | -26.0% | +7.9% | -33.9% | -29.6% |
| 3M | -29.9% | +3.1% | -33.0% | -31.1% |
| 6M | -37.8% | +17.2% | -55.0% | -43.7% |
| YTD | +33.1% | +34.7% | -1.6% | +11.3% |
| 1Y | +36.8% | +56.9% | -20.1% | +5.4% |
| 3Y | +356.1% | +134.7% | +221.3% | +175.5% |
| 5Y | +243.8% | +104.8% | +139.0% | +124.9% |
| All | +243.8% | +105.4% | +138.4% | +124.9% |
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