+31.0%
GLW vs TMO
+22.3%
+8.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.6% |
| 7D | +16.9% | -0.5% | +17.3% | +16.8% |
| 30D | +7.0% | +1.0% | +6.0% | +7.4% |
| 3M | -3.0% | +22.7% | -25.7% | -1.1% |
| 6M | +31.0% | +19.0% | +12.0% | +35.7% |
| All | +31.0% | +22.3% | +8.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 6mo: compounded portfolio wealth divided by compounded TMO 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…
6mo analysis · Full analysis span regression · 6 months rolling