+478.1%
GLW vs TDY
+44.8%
+433.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.8% |
| 7D | +16.9% | -1.8% | +18.7% | +18.5% |
| 30D | +7.0% | -13.8% | +20.7% | +20.7% |
| 3M | -3.0% | -3.9% | +0.9% | +1.6% |
| 6M | +31.0% | -9.0% | +40.0% | +43.1% |
| YTD | +93.4% | +16.5% | +76.9% | +85.0% |
| 1Y | +134.7% | +9.3% | +125.5% | +132.1% |
| All | +478.1% | +44.8% | +433.3% | +384.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling