+521.8%
GLW vs TTMI
+415.6%
+106.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -1.5% |
| 7D | -11.1% | -11.5% | +0.4% | -6.4% |
| 30D | -28.4% | -40.3% | +11.9% | -13.4% |
| 3M | -28.8% | -44.5% | +15.7% | -11.0% |
| 6M | -39.8% | -54.1% | +14.3% | -18.0% |
| YTD | +28.7% | +4.7% | +24.1% | +27.5% |
| 1Y | +27.7% | +3.3% | +24.4% | +26.0% |
| 3Y | +331.3% | +407.2% | -75.9% | +128.4% |
| 5Y | +233.4% | +406.5% | -173.1% | +66.2% |
| 10Y | +521.8% | +420.4% | +101.4% | +188.3% |
| All | +521.8% | +415.6% | +106.2% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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