+66.0%
GLW vs TTMI
+262.5%
-196.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +13.3% | -4.0% | +5.0% |
| 7D | -5.9% | -1.6% | -4.3% | -5.3% |
| 30D | -26.0% | -37.7% | +11.8% | -15.4% |
| 3M | -29.9% | -45.1% | +15.2% | -16.4% |
| 6M | -37.8% | -52.1% | +14.4% | -21.9% |
| YTD | +33.1% | +9.2% | +24.0% | +28.7% |
| 1Y | +36.8% | +12.9% | +23.9% | +30.1% |
| 3Y | +356.1% | +445.5% | -89.4% | +162.1% |
| 5Y | +243.8% | +427.9% | -184.1% | +91.3% |
| 10Y | +542.4% | +449.9% | +92.5% | +234.8% |
| All | +66.0% | +262.5% | -196.5% | -47.3% |
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