+867.9%
GLW vs TSEM
+1,283.8%
-415.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.1% |
| 7D | +16.9% | +4.7% | +12.2% | +14.7% |
| 30D | +7.0% | -14.2% | +21.2% | +13.8% |
| 3M | -3.0% | -5.0% | +2.1% | -0.9% |
| 6M | +31.0% | +87.6% | -56.6% | +4.5% |
| YTD | +93.4% | +84.4% | +9.0% | +55.2% |
| 1Y | +134.7% | +235.4% | -100.7% | +53.8% |
| 3Y | +471.8% | +668.0% | -196.2% | +174.5% |
| 5Y | +394.5% | +644.7% | -250.3% | +127.7% |
| 10Y | +867.9% | +1,326.7% | -458.7% | +220.3% |
| All | +867.9% | +1,283.8% | -415.9% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling