+132.0%
GLW vs TTD
-73.2%
+205.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.8% | +10.4% | +6.8% |
| 7D | +14.0% | +1.7% | +12.3% | +14.7% |
| 30D | +0.4% | +1.6% | -1.2% | +1.3% |
| 3M | -11.3% | -27.8% | +16.5% | -16.3% |
| 6M | +35.1% | -52.1% | +87.2% | +20.9% |
| YTD | +90.5% | -63.1% | +153.6% | +72.6% |
| 1Y | +132.0% | -73.1% | +205.1% | +112.4% |
| All | +132.0% | -73.2% | +205.2% | +112.4% |
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