+410.2%
GLW vs TMF
-42.2%
+452.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.7% |
| 7D | +3.8% | -1.4% | +5.2% | +3.9% |
| 30D | -1.3% | -2.8% | +1.5% | -1.1% |
| 3M | -21.8% | -10.9% | -10.9% | -20.9% |
| 6M | +6.9% | -21.3% | +28.2% | +8.9% |
| YTD | +77.2% | -15.9% | +93.0% | +79.7% |
| 1Y | +123.2% | -15.7% | +139.0% | +126.1% |
| All | +410.2% | -42.2% | +452.5% | +423.1% |
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