-41.3%
GLW vs TPR
-8.2%
-33.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.5% |
| 7D | -13.9% | +14.2% | -28.1% | -12.9% |
| 30D | -35.0% | +17.1% | -52.1% | -34.2% |
| 3M | -32.4% | -17.7% | -14.6% | -31.2% |
| 6M | -41.3% | -10.2% | -31.2% | -39.3% |
| All | -41.3% | -8.2% | -33.1% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling