+35.4%
GLW vs TFC
+14.6%
+20.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +15.5% | +0.1% | +15.4% | +15.5% |
| 30D | -19.6% | +8.6% | -28.2% | -21.8% |
| 3M | -28.5% | -4.3% | -24.2% | -26.9% |
| 6M | -39.5% | +5.4% | -44.9% | -42.6% |
| YTD | +37.2% | +4.5% | +32.7% | +21.2% |
| 1Y | +35.4% | +14.0% | +21.4% | +9.7% |
| All | +35.4% | +14.6% | +20.8% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling