+362.7%
GLW vs TT
+94.5%
+268.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.5% | +6.6% |
| 7D | +1.4% | +3.5% | -2.1% | -1.0% |
| 30D | -18.2% | -11.0% | -7.2% | -9.2% |
| 3M | -24.2% | -12.0% | -12.2% | -14.8% |
| 6M | -41.7% | -10.4% | -31.3% | -34.5% |
| YTD | +38.3% | +9.9% | +28.4% | +38.5% |
| 1Y | +38.2% | +1.5% | +36.7% | +45.0% |
| All | +362.7% | +94.5% | +268.2% | +256.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling