+463.3%
GLW vs TTMI
+857.4%
-394.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.0% | +4.6% | +6.2% |
| 7D | +14.0% | +12.2% | +1.9% | +8.2% |
| 30D | +0.4% | -5.7% | +6.1% | +2.9% |
| 3M | -11.3% | -27.5% | +16.1% | +1.9% |
| 6M | +35.1% | +47.1% | -12.1% | +19.4% |
| YTD | +90.5% | +87.5% | +3.1% | +54.8% |
| 1Y | +132.0% | +175.2% | -43.2% | +64.7% |
| 3Y | +463.3% | +901.9% | -438.6% | +178.7% |
| All | +463.3% | +857.4% | -394.1% | +178.7% |
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