+356.1%
GLW vs TTMI
+433.5%
-77.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +13.3% | -4.0% | +2.9% |
| 7D | -5.9% | -1.6% | -4.3% | -5.3% |
| 30D | -26.0% | -37.7% | +11.8% | -10.2% |
| 3M | -29.9% | -45.1% | +15.2% | -9.6% |
| 6M | -37.8% | -52.1% | +14.4% | -14.0% |
| YTD | +33.1% | +9.2% | +24.0% | +35.2% |
| 1Y | +36.8% | +12.9% | +23.9% | +36.6% |
| 3Y | +356.1% | +445.5% | -89.4% | +168.2% |
| All | +356.1% | +433.5% | -77.4% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling