+3,093.2%
GLW vs TXT
+2,193.3%
+899.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.4% |
| 7D | -13.9% | -2.5% | -11.4% | -13.0% |
| 30D | -35.0% | +14.4% | -49.4% | -38.6% |
| 3M | -32.4% | -4.9% | -27.4% | -31.3% |
| 6M | -41.3% | -10.2% | -31.1% | -39.1% |
| YTD | +21.8% | -4.1% | +25.9% | +23.4% |
| 1Y | +21.8% | +4.0% | +17.9% | +19.7% |
| 3Y | +307.7% | +8.0% | +299.7% | +288.5% |
| 5Y | +213.7% | +8.4% | +205.3% | +194.8% |
| 10Y | +509.3% | +116.6% | +392.6% | +321.9% |
| All | +3,093.2% | +2,193.3% | +899.9% | +701.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling