+289.7%
GLW vs TLN
+710.8%
-421.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.6% | -3.3% |
| 7D | +7.7% | +11.0% | -3.3% | +3.7% |
| 30D | -18.8% | +4.9% | -23.7% | -20.1% |
| 3M | -27.7% | +4.9% | -32.7% | -28.9% |
| 6M | -44.4% | +7.1% | -51.6% | -45.1% |
| YTD | +31.3% | +0.3% | +31.0% | +30.5% |
| 1Y | +40.0% | +5.9% | +34.1% | +37.4% |
| 3Y | +339.2% | +578.5% | -239.2% | +207.9% |
| All | +289.7% | +710.8% | -421.1% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling