+542.4%
GLW vs TTD
+574.0%
-31.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +15.5% | -6.2% | +7.6% |
| 7D | -5.9% | +19.0% | -24.8% | -7.6% |
| 30D | -26.0% | +23.6% | -49.6% | -27.7% |
| 3M | -29.9% | +8.2% | -38.1% | -30.9% |
| 6M | -37.8% | -35.3% | -2.5% | -35.7% |
| YTD | +33.1% | -60.7% | +93.8% | +45.0% |
| 1Y | +36.8% | -65.3% | +102.1% | +51.5% |
| 3Y | +356.1% | -80.6% | +436.6% | +413.7% |
| 5Y | +243.8% | -84.6% | +328.4% | +275.0% |
| 10Y | +542.4% | +550.5% | -8.1% | +318.2% |
| All | +542.4% | +574.0% | -31.6% | +318.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling