+342.1%
GLW vs TSEM
+657.0%
-314.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.8% | -2.2% | +2.5% |
| 7D | +3.8% | +6.9% | -3.1% | +0.9% |
| 30D | -1.3% | +5.3% | -6.7% | -3.4% |
| 3M | -21.8% | -14.9% | -6.9% | -16.7% |
| 6M | +6.9% | +80.0% | -73.1% | -11.1% |
| YTD | +77.2% | +89.4% | -12.2% | +45.2% |
| 1Y | +123.2% | +253.1% | -129.8% | +55.0% |
| 3Y | +400.0% | +642.1% | -242.1% | +186.7% |
| All | +342.1% | +657.0% | -314.9% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling