+123.2%
GLW vs TXT
-1.0%
+124.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | +3.8% | -4.8% | +8.5% | +7.3% |
| 30D | -1.3% | -10.6% | +9.3% | +6.6% |
| 3M | -21.8% | -13.2% | -8.6% | -14.2% |
| 6M | +6.9% | -20.3% | +27.2% | +21.4% |
| YTD | +77.2% | -9.3% | +86.4% | +92.4% |
| 1Y | +123.2% | -2.7% | +125.9% | +136.8% |
| All | +123.2% | -1.0% | +124.2% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling