+526.0%
GLW vs TMF
-82.1%
+608.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.5% |
| 7D | +7.7% | -9.3% | +17.0% | +6.4% |
| 30D | -18.8% | +1.9% | -20.8% | -18.5% |
| 3M | -27.7% | -11.2% | -16.5% | -28.6% |
| 6M | -44.4% | -17.7% | -26.7% | -45.6% |
| YTD | +31.3% | -24.5% | +55.7% | +27.2% |
| 1Y | +40.0% | -29.4% | +69.5% | +34.4% |
| 3Y | +339.2% | -33.4% | +372.7% | +327.4% |
| 5Y | +229.2% | -88.7% | +317.9% | +116.5% |
| All | +526.0% | -82.1% | +608.1% | +408.6% |
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