+384.1%
GLW vs TSLL
-57.4%
+441.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -11.8% | +17.5% | +7.0% |
| 7D | +3.8% | +1.9% | +1.9% | +3.2% |
| 30D | -1.3% | +17.8% | -19.1% | -3.8% |
| 3M | -21.8% | -37.0% | +15.2% | -18.6% |
| 6M | +6.9% | -37.7% | +44.6% | +11.1% |
| YTD | +77.2% | -51.4% | +128.5% | +87.5% |
| 1Y | +123.2% | -23.4% | +146.6% | +124.7% |
| 3Y | +400.0% | -30.8% | +430.8% | +361.8% |
| All | +384.1% | -57.4% | +441.5% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling