+331.3%
GLW vs TSLL
-2.4%
+333.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.4% |
| 7D | -11.1% | -11.0% | -0.1% | -9.7% |
| 30D | -28.4% | -5.3% | -23.1% | -28.0% |
| 3M | -28.8% | +20.8% | -49.6% | -30.9% |
| 6M | -39.8% | -36.0% | -3.8% | -37.4% |
| YTD | +28.7% | -47.3% | +76.0% | +35.0% |
| 1Y | +27.7% | -48.4% | +76.2% | +33.7% |
| 3Y | +331.3% | -5.4% | +336.8% | +314.1% |
| All | +331.3% | -2.4% | +333.7% | +314.1% |
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