+21.8%
GLW vs TPR
+42.2%
-20.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -13.9% | +14.2% | -28.1% | -17.6% |
| 30D | -35.0% | +17.1% | -52.1% | -38.4% |
| 3M | -32.4% | -17.7% | -14.6% | -26.9% |
| 6M | -41.3% | -10.2% | -31.2% | -40.0% |
| YTD | +21.8% | +4.9% | +16.9% | +16.7% |
| 1Y | +21.8% | +36.1% | -14.3% | +4.4% |
| All | +21.8% | +42.2% | -20.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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