+382.5%
GLW vs TTMI
+840.7%
-458.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.0% | +4.6% | +6.3% |
| 7D | +14.0% | +12.2% | +1.9% | +8.8% |
| 30D | +0.4% | -5.7% | +6.1% | +2.7% |
| 3M | -11.3% | -27.5% | +16.1% | +0.8% |
| 6M | +35.1% | +47.1% | -12.1% | +20.3% |
| YTD | +90.5% | +87.5% | +3.1% | +56.5% |
| 1Y | +132.0% | +175.2% | -43.2% | +67.8% |
| 3Y | +463.3% | +901.9% | -438.6% | +171.7% |
| 5Y | +382.5% | +843.5% | -461.0% | +126.7% |
| All | +382.5% | +840.7% | -458.2% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling