+373.1%
TSM vs GLW
+400.9%
-27.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +0.4% |
| 7D | +2.7% | +3.8% | -1.0% | +1.1% |
| 30D | +3.6% | -1.3% | +4.9% | +3.6% |
| 3M | -3.4% | -21.8% | +18.4% | +3.7% |
| 6M | +20.6% | +6.9% | +13.7% | +7.0% |
| YTD | +41.9% | +77.2% | -35.3% | -8.3% |
| 1Y | +84.4% | +123.2% | -38.9% | +2.3% |
| All | +373.1% | +400.9% | -27.8% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling