+542.4%
GLW vs TXT
+115.3%
+427.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.0% | +8.1% |
| 7D | -5.9% | -3.5% | -2.4% | -4.0% |
| 30D | -26.0% | +15.2% | -41.2% | -31.7% |
| 3M | -29.9% | -4.5% | -25.4% | -28.5% |
| 6M | -37.8% | -6.1% | -31.7% | -36.0% |
| YTD | +33.1% | -2.0% | +35.1% | +33.8% |
| 1Y | +36.8% | +4.2% | +32.6% | +33.3% |
| 3Y | +356.1% | +14.4% | +341.7% | +310.9% |
| 5Y | +243.8% | +12.3% | +231.5% | +205.4% |
| 10Y | +542.4% | +101.8% | +440.6% | +325.6% |
| All | +542.4% | +115.3% | +427.1% | +325.6% |
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