-43.9%
GLW vs TD
+17.2%
-61.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.5% | +7.7% | +7.4% |
| 7D | -5.9% | -0.6% | -5.2% | -4.5% |
| 30D | -26.0% | +7.9% | -33.9% | -31.8% |
| 3M | -29.9% | +3.1% | -33.0% | -31.4% |
| All | -43.9% | +17.2% | -61.1% | -59.5% |
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