+359.0%
GLW vs TLN
+599.9%
-240.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.6% |
| 7D | +15.5% | +22.3% | -6.7% | +7.1% |
| 30D | -19.6% | +1.2% | -20.7% | -19.9% |
| 3M | -28.5% | +5.9% | -34.4% | -30.0% |
| 6M | -39.5% | +3.2% | -42.7% | -39.9% |
| YTD | +37.2% | +3.2% | +34.0% | +34.9% |
| 1Y | +35.4% | +5.2% | +30.2% | +32.4% |
| All | +359.0% | +599.9% | -240.8% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling