+542.4%
GLW vs TFC
+90.1%
+452.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.9% | +7.3% | +8.3% |
| 7D | -5.9% | +0.3% | -6.2% | -6.0% |
| 30D | -26.0% | +9.2% | -35.1% | -29.2% |
| 3M | -29.9% | -2.9% | -27.0% | -29.1% |
| 6M | -37.8% | +3.5% | -41.3% | -39.6% |
| YTD | +33.1% | +5.4% | +27.7% | +28.1% |
| 1Y | +36.8% | +17.3% | +19.5% | +24.9% |
| 3Y | +356.1% | +96.7% | +259.4% | +214.3% |
| 5Y | +243.8% | -1.1% | +244.9% | +225.7% |
| 10Y | +542.4% | +84.7% | +457.7% | +326.7% |
| All | +542.4% | +90.1% | +452.3% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling