+120.9%
GLW vs TTMI
+504.4%
-383.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.8% | -3.2% | +2.9% |
| 7D | +3.8% | +5.9% | -2.1% | +1.9% |
| 30D | -1.3% | -4.3% | +3.0% | 0.0% |
| 3M | -21.8% | -32.0% | +10.2% | -11.3% |
| 6M | +6.9% | +19.5% | -12.6% | +2.0% |
| YTD | +77.2% | +82.0% | -4.9% | +47.5% |
| 1Y | +123.2% | +172.6% | -49.4% | +63.0% |
| 3Y | +400.0% | +744.7% | -344.7% | +151.6% |
| 5Y | +342.8% | +805.6% | -462.7% | +110.4% |
| 10Y | +771.4% | +1,057.6% | -286.2% | +263.0% |
| All | +120.9% | +504.4% | -383.5% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling