+435.4%
GLW vs TSLQ
-97.0%
+532.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.0% | -6.3% | +7.3% |
| 7D | +3.8% | -5.8% | +9.5% | +3.1% |
| 30D | -1.3% | -22.1% | +20.7% | -4.3% |
| 3M | -21.8% | +10.1% | -31.9% | -18.3% |
| 6M | +6.9% | -6.8% | +13.7% | +11.4% |
| YTD | +77.2% | +8.5% | +68.6% | +88.4% |
| 1Y | +123.2% | -49.7% | +173.0% | +123.3% |
| 3Y | +400.0% | -95.6% | +495.6% | +355.2% |
| All | +435.4% | -97.0% | +532.5% | +400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling