+1,703.2%
GLW vs TD
+8,106.9%
-6,403.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.5% | +7.7% | +8.3% |
| 7D | -5.9% | -0.6% | -5.2% | -5.3% |
| 30D | -26.0% | +7.9% | -33.9% | -29.4% |
| 3M | -29.9% | +3.1% | -33.0% | -31.0% |
| 6M | -37.8% | +17.2% | -55.0% | -43.5% |
| YTD | +33.1% | +34.7% | -1.6% | +11.7% |
| 1Y | +36.8% | +56.9% | -20.1% | +4.6% |
| 3Y | +356.1% | +134.7% | +221.3% | +166.7% |
| 5Y | +243.8% | +104.8% | +139.0% | +116.5% |
| 10Y | +542.4% | +305.8% | +236.6% | +165.8% |
| All | +1,703.2% | +8,106.9% | -6,403.7% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling