+356.1%
GLW vs TMF
-29.8%
+385.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.2% |
| 7D | -5.9% | +0.6% | -6.5% | -5.9% |
| 30D | -26.0% | +16.3% | -42.3% | -27.0% |
| 3M | -29.9% | -2.7% | -27.2% | -29.7% |
| 6M | -37.8% | -13.2% | -24.6% | -36.9% |
| YTD | +33.1% | -16.7% | +49.8% | +35.1% |
| 1Y | +36.8% | -22.7% | +59.6% | +39.4% |
| 3Y | +356.1% | -26.1% | +382.2% | +365.8% |
| All | +356.1% | -29.8% | +385.9% | +365.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling