+362.2%
GLW vs TEM
+60.7%
+301.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.1% | +7.6% |
| 7D | +14.0% | +3.2% | +10.8% | +13.6% |
| 30D | +0.4% | +23.5% | -23.2% | -2.7% |
| 3M | -11.3% | +32.3% | -43.7% | -14.7% |
| 6M | +35.1% | +23.0% | +12.1% | +30.2% |
| YTD | +90.5% | +8.9% | +81.7% | +85.2% |
| 1Y | +132.0% | -19.9% | +151.9% | +131.9% |
| All | +362.2% | +60.7% | +301.5% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling