+764.2%
GLW vs TTD
+401.9%
+362.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.1% | +6.2% |
| 7D | +3.8% | +6.3% | -2.6% | +3.0% |
| 30D | -1.3% | -23.9% | +22.5% | +1.0% |
| 3M | -21.8% | -31.4% | +9.6% | -19.3% |
| 6M | +6.9% | -42.7% | +49.6% | +11.2% |
| YTD | +77.2% | -62.0% | +139.1% | +94.0% |
| 1Y | +123.2% | -72.2% | +195.5% | +154.2% |
| 3Y | +400.0% | -81.9% | +481.9% | +468.0% |
| 5Y | +342.8% | -81.5% | +424.4% | +366.1% |
| All | +764.2% | +401.9% | +362.3% | +480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling