+84.4%
TSM vs GLW
+123.7%
-39.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +0.8% |
| 7D | +2.7% | +3.8% | -1.0% | +1.3% |
| 30D | +3.6% | -1.3% | +4.9% | +3.6% |
| 3M | -3.4% | -21.8% | +18.4% | +2.7% |
| 6M | +20.6% | +6.9% | +13.7% | +10.3% |
| YTD | +41.9% | +77.2% | -35.3% | 0.0% |
| 1Y | +84.4% | +123.2% | -38.9% | +7.9% |
| All | +84.4% | +123.7% | -39.3% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 1y: compounded portfolio wealth divided by compounded GLW 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…
1y analysis · Full analysis span regression · 6 months rolling