+359.0%
GLW vs TSLQ
-97.1%
+456.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -1.3% |
| 7D | +15.5% | -26.6% | +42.1% | +10.7% |
| 30D | -19.6% | -17.5% | -2.0% | -20.5% |
| 3M | -28.5% | -41.7% | +13.2% | -32.1% |
| 6M | -39.5% | -16.9% | -22.6% | -37.8% |
| YTD | +37.2% | -21.9% | +59.1% | +41.9% |
| 1Y | +35.4% | -32.5% | +67.9% | +38.8% |
| All | +359.0% | -97.1% | +456.2% | +328.3% |
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