+671.6%
GLW vs TDY
+7,071.3%
-6,399.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.5% | +7.9% |
| 7D | +14.0% | -0.9% | +14.9% | +14.4% |
| 30D | +0.4% | -12.5% | +12.8% | +5.8% |
| 3M | -11.3% | -1.2% | -10.1% | -10.4% |
| 6M | +35.1% | -6.6% | +41.6% | +40.4% |
| YTD | +90.5% | +18.5% | +72.1% | +81.2% |
| 1Y | +132.0% | +10.8% | +121.3% | +126.1% |
| 3Y | +463.3% | +47.5% | +415.8% | +391.3% |
| 5Y | +382.5% | +35.8% | +346.7% | +330.7% |
| 10Y | +837.6% | +459.0% | +378.7% | +397.3% |
| All | +671.6% | +7,071.3% | -6,399.7% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling