+526.0%
GLW vs TTMI
+394.2%
+131.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.1% |
| 7D | +7.7% | +11.4% | -3.6% | +3.0% |
| 30D | -18.8% | -28.3% | +9.5% | -8.8% |
| 3M | -27.7% | -46.7% | +18.9% | -8.1% |
| 6M | -44.4% | -56.1% | +11.7% | -23.2% |
| YTD | +31.3% | +7.4% | +23.9% | +28.7% |
| 1Y | +40.0% | +17.4% | +22.6% | +31.9% |
| 3Y | +339.2% | +429.1% | -89.9% | +128.7% |
| 5Y | +229.2% | +418.8% | -189.6% | +62.4% |
| All | +526.0% | +394.2% | +131.8% | +187.1% |
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