+307.7%
GLW vs TFC
+82.8%
+224.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | -13.9% | +1.2% | -15.1% | -14.4% |
| 30D | -35.0% | +8.3% | -43.3% | -37.3% |
| 3M | -32.4% | -5.2% | -27.2% | -30.9% |
| 6M | -41.3% | -0.8% | -40.6% | -41.9% |
| YTD | +21.8% | +3.4% | +18.4% | +17.9% |
| 1Y | +21.8% | +17.0% | +4.8% | +11.4% |
| 3Y | +307.7% | +86.2% | +221.5% | +192.8% |
| All | +307.7% | +82.8% | +224.8% | +192.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling