+339.2%
GLW vs TXN
+125.3%
+214.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -2.7% |
| 7D | +7.7% | +9.5% | -1.7% | +2.6% |
| 30D | -18.8% | +8.7% | -27.5% | -21.9% |
| 3M | -27.7% | +11.6% | -39.3% | -31.1% |
| 6M | -44.4% | +0.1% | -44.5% | -43.6% |
| YTD | +31.3% | +78.8% | -47.5% | +7.2% |
| 1Y | +40.0% | +91.2% | -51.2% | +11.5% |
| 3Y | +339.2% | +125.8% | +213.4% | +205.5% |
| All | +339.2% | +125.3% | +214.0% | +205.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling