+3,012.0%
GLW vs TT
+14,127.6%
-11,115.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.4% | -8.5% | -10.8% |
| 7D | -19.7% | -9.0% | -10.8% | -15.7% |
| 30D | -38.8% | -17.6% | -21.2% | -32.5% |
| 3M | -33.9% | -18.7% | -15.2% | -26.3% |
| 6M | -36.0% | -17.4% | -18.5% | -28.3% |
| YTD | +18.7% | +1.5% | +17.2% | +21.2% |
| 1Y | +19.8% | -9.4% | +29.2% | +29.1% |
| 3Y | +294.3% | +85.1% | +209.2% | +201.0% |
| 5Y | +205.7% | +125.7% | +80.0% | +108.2% |
| 10Y | +493.8% | +757.3% | -263.6% | +121.2% |
| All | +3,012.0% | +14,127.6% | -11,115.6% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling