+339.2%
GLW vs TTD
-75.6%
+414.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.3% |
| 7D | +7.7% | +21.3% | -13.5% | +8.0% |
| 30D | -18.8% | +28.7% | -47.6% | -18.5% |
| 3M | -27.7% | +7.7% | -35.4% | -27.7% |
| 6M | -44.4% | -23.5% | -21.0% | -44.4% |
| YTD | +31.3% | -58.7% | +90.0% | +36.8% |
| 1Y | +40.0% | -63.4% | +103.5% | +47.7% |
| 3Y | +339.2% | -75.3% | +414.5% | +335.2% |
| All | +339.2% | -75.6% | +414.8% | +335.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling