-39.5%
GLW vs TD
+17.6%
-57.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +15.5% | +0.6% | +15.0% | +14.9% |
| 30D | -19.6% | +5.0% | -24.5% | -23.3% |
| 3M | -28.5% | +1.1% | -29.6% | -28.2% |
| 6M | -39.5% | +16.5% | -56.0% | -55.8% |
| All | -39.5% | +17.6% | -57.1% | -55.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling