+122.4%
GLW vs TDG
-11.6%
+134.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | +7.8% | -1.9% | +9.7% | +8.1% |
| 30D | -0.4% | -7.7% | +7.3% | +0.6% |
| 3M | -5.6% | -9.3% | +3.8% | -4.3% |
| 6M | +26.7% | -9.4% | +36.1% | +26.3% |
| YTD | +91.0% | -14.3% | +105.3% | +88.7% |
| 1Y | +122.4% | -11.8% | +134.2% | +119.2% |
| All | +122.4% | -11.6% | +134.0% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling