+212.6%
GLW vs TT
+129.2%
+83.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +0.9% |
| 7D | -13.9% | -2.0% | -11.9% | -12.3% |
| 30D | -35.0% | -14.0% | -21.0% | -27.6% |
| 3M | -32.4% | -15.9% | -16.5% | -23.2% |
| 6M | -41.3% | -17.3% | -24.0% | -31.9% |
| YTD | +21.8% | +4.0% | +17.9% | +25.8% |
| 1Y | +21.8% | -7.1% | +29.0% | +33.5% |
| 3Y | +307.7% | +90.2% | +217.4% | +208.8% |
| All | +212.6% | +129.2% | +83.4% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling