+562.0%
GLW vs TT
+748.9%
-186.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.5% | +6.7% |
| 7D | +1.4% | +3.5% | -2.1% | -0.5% |
| 30D | -18.2% | -11.0% | -7.2% | -10.7% |
| 3M | -24.2% | -12.0% | -12.2% | -16.2% |
| 6M | -41.7% | -10.4% | -31.3% | -35.5% |
| YTD | +38.3% | +9.9% | +28.4% | +35.2% |
| 1Y | +38.2% | +1.5% | +36.7% | +42.3% |
| 3Y | +363.4% | +93.7% | +269.7% | +207.1% |
| 5Y | +254.6% | +139.2% | +115.3% | +96.1% |
| 10Y | +562.0% | +741.5% | -179.5% | +48.1% |
| All | +562.0% | +748.9% | -186.9% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling