+1,086.5%
GLW vs TMF
-71.6%
+1,158.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -1.5% |
| 7D | +15.5% | -8.2% | +23.7% | +13.9% |
| 30D | -19.6% | +5.3% | -24.9% | -18.7% |
| 3M | -28.5% | -8.5% | -20.0% | -29.3% |
| 6M | -39.5% | -17.2% | -22.3% | -41.2% |
| YTD | +37.2% | -23.4% | +60.6% | +31.7% |
| 1Y | +35.4% | -30.2% | +65.7% | +27.9% |
| 3Y | +359.7% | -32.9% | +392.6% | +341.6% |
| 5Y | +244.0% | -88.5% | +332.6% | +133.6% |
| 10Y | +556.7% | -82.2% | +638.9% | +453.6% |
| All | +1,086.5% | -71.6% | +1,158.1% | +1,421.2% |
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