+265.7%
TSM vs GLW
+228.2%
+37.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | +0.3% |
| 7D | +6.2% | +7.7% | -1.5% | +2.3% |
| 30D | -7.3% | -18.8% | +11.6% | +1.7% |
| 3M | -7.1% | -27.7% | +20.6% | +5.6% |
| 6M | +0.2% | -44.4% | +44.7% | +23.5% |
| YTD | +32.2% | +31.3% | +1.0% | -5.0% |
| 1Y | +42.8% | +40.0% | +2.7% | -1.8% |
| 3Y | +330.4% | +339.2% | -8.8% | +45.3% |
| All | +265.7% | +228.2% | +37.5% | +45.0% |
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 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