+1,978.6%
GLW vs TSEM
-23.8%
+2,002.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +10.9% | -1.6% | +7.0% |
| 7D | -5.9% | -2.0% | -3.9% | -5.3% |
| 30D | -26.0% | -33.4% | +7.4% | -19.6% |
| 3M | -29.9% | -39.7% | +9.8% | -22.2% |
| 6M | -37.8% | -27.8% | -9.9% | -33.0% |
| YTD | +33.1% | +29.7% | +3.4% | +28.4% |
| 1Y | +36.8% | +81.1% | -44.3% | +24.1% |
| 3Y | +356.1% | +529.3% | -173.2% | +226.9% |
| 5Y | +243.8% | +315.0% | -71.2% | +159.9% |
| 10Y | +542.4% | +865.7% | -323.3% | +310.3% |
| All | +1,978.6% | -23.8% | +2,002.3% | +1,180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling