+40.6%
GLW vs TE
-16.5%
+57.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.3% | -5.0% |
| 7D | -9.5% | +3.8% | -13.3% | -10.4% |
| 30D | -25.5% | -26.2% | +0.7% | -20.3% |
| 3M | -25.6% | -49.7% | +24.1% | -13.8% |
| 6M | -25.5% | -46.5% | +21.0% | -12.8% |
| YTD | +36.4% | -59.1% | +95.5% | +63.3% |
| 1Y | +40.6% | -25.8% | +66.4% | +51.8% |
| All | +40.6% | -16.5% | +57.1% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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