+245.7%
TSM vs GLW
+241.2%
+4.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.3% | -5.7% | -0.8% |
| 7D | -2.5% | -5.9% | +3.4% | +0.2% |
| 30D | -14.3% | -26.0% | +11.7% | -2.0% |
| 3M | -7.2% | -29.9% | +22.7% | +6.9% |
| 6M | -5.1% | -37.8% | +32.6% | +9.7% |
| YTD | +28.9% | +33.1% | -4.2% | -7.9% |
| 1Y | +37.1% | +36.8% | +0.3% | -4.2% |
| 3Y | +341.5% | +356.1% | -14.6% | +46.4% |
| 5Y | +245.7% | +243.8% | +1.9% | +34.9% |
| All | +245.7% | +241.2% | +4.5% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling