+837.6%
GLW vs TFC
+100.2%
+737.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.1% | +9.7% | +8.6% |
| 7D | +14.0% | +2.2% | +11.8% | +12.6% |
| 30D | +0.4% | -2.5% | +2.8% | +1.5% |
| 3M | -11.3% | +4.5% | -15.9% | -14.1% |
| 6M | +35.1% | +11.0% | +24.1% | +27.2% |
| YTD | +90.5% | +5.9% | +84.6% | +83.4% |
| 1Y | +132.0% | +14.6% | +117.5% | +114.2% |
| 3Y | +463.3% | +96.7% | +366.6% | +287.3% |
| 5Y | +382.5% | +15.6% | +366.9% | +320.0% |
| 10Y | +837.6% | +98.6% | +739.0% | +484.0% |
| All | +837.6% | +100.2% | +737.4% | +484.0% |
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