+134.7%
GLW vs TLN
-18.5%
+153.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.6% |
| 7D | +16.9% | +5.8% | +11.0% | +13.2% |
| 30D | +7.0% | -6.9% | +13.8% | +11.4% |
| 3M | -3.0% | -10.9% | +7.9% | +4.7% |
| 6M | +31.0% | -4.6% | +35.6% | +37.4% |
| YTD | +93.4% | -14.7% | +108.1% | +106.5% |
| 1Y | +134.7% | -17.9% | +152.7% | +158.3% |
| All | +134.7% | -18.5% | +153.2% | +158.3% |
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