+297.3%
GLW vs TSLL
-27.3%
+324.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -21.9% | +9.0% | -10.0% |
| 7D | -19.7% | -28.9% | +9.1% | -16.0% |
| 30D | -38.8% | -21.4% | -17.4% | -36.8% |
| 3M | -33.9% | +5.0% | -38.8% | -34.6% |
| 6M | -36.0% | -36.6% | +0.6% | -32.8% |
| YTD | +18.7% | -56.6% | +75.4% | +27.9% |
| 1Y | +19.8% | -60.9% | +80.7% | +29.6% |
| All | +297.3% | -27.3% | +324.6% | +289.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling