+32.1%
GLW vs TEM
+11.3%
+20.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +11.0% | -1.8% | +7.3% |
| 7D | -5.9% | +7.6% | -13.5% | -7.1% |
| 30D | -26.0% | +19.0% | -45.0% | -28.0% |
| 3M | -29.9% | +62.2% | -92.1% | -37.1% |
| 6M | -37.8% | +69.4% | -107.1% | -44.9% |
| YTD | +33.1% | +43.0% | -9.9% | +17.5% |
| All | +32.1% | +11.3% | +20.7% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling