+72.4%
GLW vs TTMI
+278.7%
-206.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.0% | -1.5% | +4.6% |
| 7D | +1.4% | +7.2% | -5.8% | -0.6% |
| 30D | -18.2% | -28.7% | +10.5% | -10.4% |
| 3M | -24.2% | -39.8% | +15.6% | -12.1% |
| 6M | -41.7% | -51.7% | +10.0% | -27.1% |
| YTD | +38.3% | +14.1% | +24.2% | +31.9% |
| 1Y | +38.2% | +16.0% | +22.2% | +30.3% |
| 3Y | +363.4% | +452.7% | -89.3% | +165.1% |
| 5Y | +254.6% | +451.5% | -196.9% | +94.6% |
| 10Y | +562.0% | +443.1% | +118.8% | +245.9% |
| All | +72.4% | +278.7% | -206.3% | -46.0% |
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