+32.1%
GLW vs TSLL
-47.7%
+79.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +10.9% | -1.7% | +5.7% |
| 7D | -5.9% | -14.3% | +8.4% | -1.5% |
| 30D | -26.0% | -6.2% | -19.8% | -24.8% |
| 3M | -29.9% | +21.2% | -51.1% | -35.5% |
| 6M | -37.8% | -36.6% | -1.2% | -31.4% |
| YTD | +33.1% | -47.8% | +80.9% | +47.0% |
| All | +32.1% | -47.7% | +79.8% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling