+222.9%
GLW vs TEM
+111.1%
+111.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +11.0% | -1.8% | +8.0% |
| 7D | -5.9% | +7.6% | -13.5% | -6.6% |
| 30D | -26.0% | +19.0% | -45.0% | -27.4% |
| 3M | -29.9% | +62.2% | -92.1% | -34.5% |
| 6M | -37.8% | +69.4% | -107.1% | -42.3% |
| YTD | +33.1% | +43.0% | -9.9% | +24.7% |
| 1Y | +36.8% | +18.0% | +18.8% | +30.7% |
| All | +222.9% | +111.1% | +111.8% | +186.6% |
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