+2,299.6%
GLW vs TD
+7,879.0%
-5,579.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.0% | +6.5% |
| 7D | +3.8% | +0.3% | +3.5% | +3.5% |
| 30D | -1.3% | +0.4% | -1.7% | -1.5% |
| 3M | -21.8% | +7.6% | -29.4% | -25.2% |
| 6M | +6.9% | +25.0% | -18.1% | -6.3% |
| YTD | +77.2% | +31.0% | +46.1% | +51.0% |
| 1Y | +123.2% | +65.2% | +58.1% | +64.9% |
| 3Y | +400.0% | +122.5% | +277.5% | +201.5% |
| 5Y | +342.8% | +124.8% | +218.0% | +162.5% |
| 10Y | +771.4% | +298.2% | +473.2% | +264.4% |
| All | +2,299.6% | +7,879.0% | -5,579.4% | +191.0% |
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