+1,910.1%
GLW vs TSEM
-26.1%
+1,936.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.7% |
| 7D | -11.1% | -9.5% | -1.6% | -9.1% |
| 30D | -28.4% | -35.5% | +7.0% | -21.8% |
| 3M | -28.8% | -41.6% | +12.8% | -20.4% |
| 6M | -39.8% | -30.1% | -9.8% | -34.8% |
| YTD | +28.7% | +25.7% | +3.0% | +25.0% |
| 1Y | +27.7% | +50.5% | -22.7% | +20.1% |
| 3Y | +331.3% | +501.7% | -170.4% | +211.9% |
| 5Y | +233.4% | +310.9% | -77.5% | +152.8% |
| 10Y | +521.8% | +849.8% | -328.0% | +298.8% |
| All | +1,910.1% | -26.1% | +1,936.2% | +1,146.3% |
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 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