+4,542.6%
GLW vs TT
+16,138.6%
-11,596.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | -1.3% | -7.4% | +6.0% | +2.5% |
| 3M | -21.8% | -3.2% | -18.6% | -19.9% |
| 6M | +6.9% | +1.1% | +5.8% | +8.5% |
| YTD | +77.2% | +15.6% | +61.5% | +68.6% |
| 1Y | +123.2% | +9.2% | +114.1% | +118.2% |
| 3Y | +400.0% | +124.4% | +275.6% | +242.9% |
| 5Y | +342.8% | +138.0% | +204.8% | +191.0% |
| 10Y | +771.4% | +886.4% | -115.0% | +200.4% |
| All | +4,542.6% | +16,138.6% | -11,596.0% | +436.7% |
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