+1,432.0%
GLW vs TMF
-68.9%
+1,500.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.7% |
| 7D | +3.8% | -1.4% | +5.2% | +3.5% |
| 30D | -1.3% | -2.8% | +1.5% | -1.7% |
| 3M | -21.8% | -10.9% | -10.9% | -23.2% |
| 6M | +6.9% | -21.3% | +28.2% | +2.6% |
| YTD | +77.2% | -15.9% | +93.0% | +72.3% |
| 1Y | +123.2% | -15.7% | +139.0% | +117.5% |
| 3Y | +400.0% | -43.4% | +443.3% | +363.4% |
| 5Y | +342.8% | -87.8% | +430.6% | +204.0% |
| 10Y | +771.4% | -86.7% | +858.1% | +586.8% |
| All | +1,432.0% | -68.9% | +1,500.9% | +1,889.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling