+27.7%
GLW vs TSEM
+69.7%
-41.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -1.4% |
| 7D | -11.1% | -9.5% | -1.6% | -5.5% |
| 30D | -28.4% | -35.5% | +7.0% | -7.8% |
| 3M | -28.8% | -41.6% | +12.8% | -2.9% |
| 6M | -39.8% | -30.1% | -9.8% | -26.2% |
| YTD | +28.7% | +25.7% | +3.0% | +11.2% |
| 1Y | +27.7% | +50.5% | -22.7% | +1.2% |
| All | +27.7% | +69.7% | -41.9% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling