+394.5%
GLW vs TXN
+58.9%
+335.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.0% |
| 7D | +16.9% | +2.7% | +14.2% | +15.3% |
| 30D | +7.0% | -6.7% | +13.7% | +11.3% |
| 3M | -3.0% | -8.9% | +5.9% | +3.2% |
| 6M | +31.0% | +34.7% | -3.7% | +17.2% |
| YTD | +93.4% | +53.3% | +40.1% | +62.0% |
| 1Y | +134.7% | +45.0% | +89.7% | +101.0% |
| 3Y | +471.8% | +73.1% | +398.7% | +319.7% |
| 5Y | +394.5% | +59.9% | +334.5% | +266.8% |
| All | +394.5% | +58.9% | +335.5% | +266.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling