+33.0%
TSM vs GLW
+33.1%
-0.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.3% | -5.7% | +0.2% |
| 7D | -2.5% | -5.9% | +3.4% | -0.4% |
| 30D | -14.3% | -26.0% | +11.7% | -5.2% |
| 3M | -7.2% | -29.9% | +22.7% | +3.4% |
| 6M | -5.1% | -37.8% | +32.6% | +6.9% |
| YTD | +28.9% | +33.1% | -4.2% | +6.5% |
| All | +33.0% | +33.1% | -0.1% | +10.0% |
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