+478.1%
GLW vs TSLQ
-95.6%
+573.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +16.9% | -8.0% | +24.9% | +15.8% |
| 30D | +7.0% | -23.8% | +30.8% | +3.5% |
| 3M | -3.0% | -7.0% | +4.0% | -1.1% |
| 6M | +31.0% | -17.1% | +48.1% | +34.6% |
| YTD | +93.4% | +0.1% | +93.4% | +103.3% |
| 1Y | +134.7% | -51.2% | +185.9% | +134.2% |
| All | +478.1% | -95.6% | +573.7% | +444.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling