+3,524.4%
GLW vs TFC
+2,523.9%
+1,000.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +1.4% | -1.2% | +2.6% | +2.1% |
| 30D | -18.2% | +7.8% | -26.0% | -20.7% |
| 3M | -24.2% | -3.0% | -21.2% | -23.5% |
| 6M | -41.7% | +5.8% | -47.5% | -43.5% |
| YTD | +38.3% | +5.3% | +33.0% | +34.3% |
| 1Y | +38.2% | +15.7% | +22.5% | +29.4% |
| 3Y | +363.4% | +94.8% | +268.6% | +247.9% |
| 5Y | +254.6% | 0.0% | +254.5% | +234.5% |
| 10Y | +562.0% | +79.0% | +483.0% | +379.5% |
| All | +3,524.4% | +2,523.9% | +1,000.5% | +1,383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling