+40.6%
GLW vs TAP
+4.4%
+36.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.0% | -8.9% | -4.1% |
| 7D | -9.5% | +9.9% | -19.4% | -4.1% |
| 30D | -25.5% | +18.1% | -43.6% | -17.4% |
| 3M | -25.6% | +3.2% | -28.8% | -22.5% |
| 6M | -25.5% | +8.4% | -33.9% | -19.6% |
| YTD | +36.4% | -4.4% | +40.8% | +46.2% |
| 1Y | +40.6% | +3.2% | +37.4% | +54.3% |
| All | +40.6% | +4.4% | +36.2% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling