+123.2%
GLW vs TTD
-73.2%
+196.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.1% | +4.5% |
| 7D | +3.8% | +6.3% | -2.6% | +5.7% |
| 30D | -1.3% | -23.9% | +22.5% | -6.7% |
| 3M | -21.8% | -31.4% | +9.6% | -27.0% |
| 6M | +6.9% | -42.7% | +49.6% | -1.5% |
| YTD | +77.2% | -62.0% | +139.1% | +61.9% |
| 1Y | +123.2% | -72.2% | +195.5% | +106.5% |
| All | +123.2% | -73.2% | +196.5% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling