+4,893.4%
GLW vs TXN
+21,421.8%
-16,528.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.5% |
| 7D | +14.0% | +2.2% | +11.8% | +12.9% |
| 30D | +0.4% | -9.5% | +9.9% | +5.2% |
| 3M | -11.3% | -10.5% | -0.8% | -5.8% |
| 6M | +35.1% | +35.4% | -0.3% | +19.4% |
| YTD | +90.5% | +51.8% | +38.8% | +58.9% |
| 1Y | +132.0% | +42.9% | +89.1% | +98.0% |
| 3Y | +463.3% | +71.3% | +392.0% | +328.2% |
| 5Y | +382.5% | +58.0% | +324.5% | +276.4% |
| 10Y | +837.6% | +393.3% | +444.4% | +346.3% |
| All | +4,893.4% | +21,421.8% | -16,528.4% | +636.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling