-36.0%
GLW vs TMF
-10.5%
-25.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.6% | -13.5% | -13.0% |
| 7D | -19.7% | +2.7% | -22.5% | -20.1% |
| 30D | -38.8% | +19.3% | -58.1% | -42.3% |
| 3M | -33.9% | -3.7% | -30.2% | -30.2% |
| 6M | -36.0% | -11.3% | -24.7% | -26.1% |
| All | -36.0% | -10.5% | -25.5% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling