+554.2%
GLW vs TT
+737.0%
-182.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +15.5% | +8.1% | +7.5% | +9.5% |
| 30D | -19.6% | -11.3% | -8.3% | -11.9% |
| 3M | -28.5% | -11.2% | -17.3% | -21.4% |
| 6M | -39.5% | -8.9% | -30.6% | -33.8% |
| YTD | +37.2% | +9.7% | +27.5% | +34.3% |
| 1Y | +35.4% | +1.3% | +34.2% | +39.7% |
| 3Y | +359.7% | +93.4% | +266.3% | +205.0% |
| 5Y | +244.0% | +133.5% | +110.5% | +93.6% |
| All | +554.2% | +737.0% | -182.9% | +44.9% |
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