+4,542.6%
GLW vs TXT
+2,070.1%
+2,472.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +3.8% | -4.8% | +8.5% | +5.7% |
| 30D | -1.3% | -10.6% | +9.3% | +3.1% |
| 3M | -21.8% | -13.2% | -8.6% | -17.5% |
| 6M | +6.9% | -20.3% | +27.2% | +17.1% |
| YTD | +77.2% | -9.3% | +86.4% | +84.1% |
| 1Y | +123.2% | -2.7% | +125.9% | +125.7% |
| 3Y | +400.0% | +1.4% | +398.6% | +389.7% |
| 5Y | +342.8% | +9.6% | +333.3% | +316.3% |
| 10Y | +771.4% | +94.9% | +676.5% | +529.4% |
| All | +4,542.6% | +2,070.1% | +2,472.5% | +1,095.7% |
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