+833.1%
GLW vs TXN
+413.0%
+420.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.5% |
| 7D | +11.7% | +2.0% | +9.8% | +10.5% |
| 30D | +2.7% | -8.0% | +10.6% | +8.2% |
| 3M | -2.8% | -7.8% | +4.9% | +3.3% |
| 6M | +20.2% | +32.4% | -12.3% | +3.8% |
| YTD | +87.3% | +51.7% | +35.6% | +48.1% |
| 1Y | +119.6% | +44.3% | +75.3% | +77.8% |
| 3Y | +453.7% | +71.3% | +382.4% | +275.7% |
| 5Y | +376.1% | +56.4% | +319.7% | +233.9% |
| All | +833.1% | +413.0% | +420.1% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 10y: compounded portfolio wealth divided by compounded TXN 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…
10y analysis · Full analysis span regression · 6 months rolling