+232.7%
GLW vs TFC
+1.3%
+231.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -4.8% |
| 7D | +7.7% | +2.3% | +5.5% | +6.8% |
| 30D | -18.8% | +10.8% | -29.6% | -22.2% |
| 3M | -27.7% | -3.8% | -24.0% | -26.8% |
| 6M | -44.4% | +9.6% | -54.0% | -47.0% |
| YTD | +31.3% | +5.8% | +25.5% | +26.8% |
| 1Y | +40.0% | +16.2% | +23.9% | +30.2% |
| 3Y | +339.2% | +96.0% | +243.3% | +227.0% |
| All | +232.7% | +1.3% | +231.5% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling