+329.7%
GLW vs TEM
+61.6%
+268.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.7% |
| 7D | +3.8% | +0.9% | +2.9% | +3.7% |
| 30D | -1.3% | +38.4% | -39.7% | -5.7% |
| 3M | -21.8% | +23.7% | -45.5% | -24.2% |
| 6M | +6.9% | +26.0% | -19.1% | +2.8% |
| YTD | +77.2% | +9.4% | +67.7% | +72.1% |
| 1Y | +123.2% | -17.3% | +140.5% | +122.5% |
| All | +329.7% | +61.6% | +268.2% | +295.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling