+38.2%
GLW vs TLN
-1.4%
+39.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.6% | +4.2% |
| 7D | +1.4% | +15.9% | -14.5% | -7.5% |
| 30D | -18.2% | -0.3% | -17.9% | -18.1% |
| 3M | -24.2% | +5.8% | -30.0% | -27.1% |
| 6M | -41.7% | -1.2% | -40.5% | -41.4% |
| YTD | +38.3% | +1.0% | +37.3% | +32.1% |
| 1Y | +38.2% | +1.1% | +37.1% | +32.1% |
| All | +38.2% | -1.4% | +39.6% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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