+212.6%
GLW vs TTD
-84.7%
+297.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.6% |
| 7D | -13.9% | +5.2% | -19.1% | -14.2% |
| 30D | -35.0% | +6.9% | -41.9% | -35.3% |
| 3M | -32.4% | -26.8% | -5.5% | -31.3% |
| 6M | -41.3% | -46.1% | +4.8% | -39.1% |
| YTD | +21.8% | -65.9% | +87.8% | +32.1% |
| 1Y | +21.8% | -71.8% | +93.7% | +35.3% |
| 3Y | +307.7% | -83.3% | +391.0% | +351.5% |
| All | +212.6% | -84.7% | +297.3% | +225.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling