+837.6%
GLW vs TXT
+98.4%
+739.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.2% |
| 7D | +14.0% | -0.2% | +14.2% | +14.2% |
| 30D | +0.4% | -11.1% | +11.4% | +6.7% |
| 3M | -11.3% | -13.0% | +1.6% | -4.9% |
| 6M | +35.1% | -16.2% | +51.3% | +48.3% |
| YTD | +90.5% | -8.7% | +99.3% | +99.7% |
| 1Y | +132.0% | -3.8% | +135.8% | +136.4% |
| 3Y | +463.3% | +5.5% | +457.8% | +431.5% |
| 5Y | +382.5% | +12.3% | +370.2% | +330.8% |
| 10Y | +837.6% | +97.4% | +740.2% | +511.1% |
| All | +837.6% | +98.4% | +739.2% | +511.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling