+554.2%
GLW vs TFC
+77.1%
+477.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | +15.5% | +0.1% | +15.4% | +15.5% |
| 30D | -19.6% | +8.6% | -28.2% | -22.8% |
| 3M | -28.5% | -4.3% | -24.2% | -27.2% |
| 6M | -39.5% | +5.4% | -44.9% | -41.8% |
| YTD | +37.2% | +4.5% | +32.7% | +32.6% |
| 1Y | +35.4% | +14.0% | +21.4% | +25.4% |
| 3Y | +359.7% | +93.4% | +266.3% | +219.3% |
| 5Y | +244.0% | +0.5% | +243.5% | +223.0% |
| All | +554.2% | +77.1% | +477.1% | +331.9% |
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