+466.0%
GLW vs TSLQ
-97.2%
+563.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.5% | -2.8% |
| 7D | +11.7% | +5.7% | +6.0% | +12.7% |
| 30D | +2.7% | -21.1% | +23.7% | -0.2% |
| 3M | -2.8% | -11.5% | +8.7% | -1.5% |
| 6M | +20.2% | -14.9% | +35.1% | +23.9% |
| YTD | +87.3% | +2.4% | +84.9% | +97.8% |
| 1Y | +119.6% | -49.8% | +169.4% | +119.4% |
| 3Y | +453.7% | -95.8% | +549.5% | +401.8% |
| All | +466.0% | -97.2% | +563.2% | +425.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TSLQ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling