+232.7%
GLW vs TXT
+8.5%
+224.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.9% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | -18.8% | +13.3% | -32.2% | -24.2% |
| 3M | -27.7% | -5.0% | -22.8% | -26.1% |
| 6M | -44.4% | -8.4% | -36.0% | -42.2% |
| YTD | +31.3% | -4.0% | +35.3% | +33.7% |
| 1Y | +40.0% | +2.8% | +37.3% | +38.0% |
| 3Y | +339.2% | +10.3% | +329.0% | +302.0% |
| All | +232.7% | +8.5% | +224.2% | +196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling