+421.2%
GLW vs TFC
+103.0%
+318.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | +2.4% | +1.3% | +2.7% |
| 30D | -1.3% | -1.3% | 0.0% | -0.8% |
| 3M | -21.8% | +6.1% | -27.9% | -24.5% |
| 6M | +6.9% | +7.3% | -0.4% | +2.7% |
| YTD | +77.2% | +8.2% | +69.0% | +68.9% |
| 1Y | +123.2% | +14.4% | +108.8% | +107.5% |
| All | +421.2% | +103.0% | +318.2% | +285.3% |
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