+521.8%
GLW vs TMF
-82.2%
+604.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -3.8% |
| 7D | -11.1% | -1.1% | -10.1% | -11.2% |
| 30D | -28.4% | +11.8% | -40.2% | -27.3% |
| 3M | -28.8% | -4.0% | -24.7% | -28.9% |
| 6M | -39.8% | -16.5% | -23.3% | -41.0% |
| YTD | +28.7% | -19.9% | +48.6% | +25.6% |
| 1Y | +27.7% | -25.6% | +53.3% | +23.3% |
| 3Y | +331.3% | -29.9% | +361.2% | +322.2% |
| 5Y | +233.4% | -88.2% | +321.7% | +119.6% |
| 10Y | +521.8% | -81.7% | +603.5% | +411.8% |
| All | +521.8% | -82.2% | +604.0% | +411.8% |
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