+233.0%
GLW vs TSLL
-58.7%
+291.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.6% | -6.0% | +1.5% |
| 7D | -13.9% | -21.2% | +7.3% | -11.4% |
| 30D | -35.0% | -13.3% | -21.7% | -33.8% |
| 3M | -32.4% | +15.4% | -47.7% | -33.8% |
| 6M | -41.3% | -34.2% | -7.1% | -39.0% |
| YTD | +21.8% | -52.9% | +74.8% | +29.5% |
| 1Y | +21.8% | -54.3% | +76.2% | +29.4% |
| 3Y | +307.7% | -18.4% | +326.0% | +273.4% |
| All | +233.0% | -58.7% | +291.7% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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