+767.2%
GLW vs TMF
-86.8%
+854.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.7% |
| 7D | +3.8% | -1.4% | +5.2% | +3.6% |
| 30D | -1.3% | -2.8% | +1.5% | -1.6% |
| 3M | -21.8% | -10.9% | -10.9% | -22.8% |
| 6M | +6.9% | -21.3% | +28.2% | +3.7% |
| YTD | +77.2% | -15.9% | +93.0% | +73.6% |
| 1Y | +123.2% | -15.7% | +139.0% | +119.0% |
| 3Y | +400.0% | -43.4% | +443.3% | +370.0% |
| 5Y | +342.8% | -87.8% | +430.6% | +198.0% |
| All | +767.2% | -86.8% | +854.0% | +619.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling