+38.2%
GLW vs TMF
-26.6%
+64.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.4% | +7.4% |
| 7D | +1.4% | -3.4% | +4.8% | +2.1% |
| 30D | -18.2% | +11.5% | -29.7% | -21.3% |
| 3M | -24.2% | -4.5% | -19.7% | -22.8% |
| 6M | -41.7% | -15.0% | -26.7% | -37.0% |
| YTD | +38.3% | -19.9% | +58.2% | +49.4% |
| 1Y | +38.2% | -26.6% | +64.8% | +59.4% |
| All | +38.2% | -26.6% | +64.8% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling