+926.9%
GLW vs TMF
-69.1%
+996.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.6% | -13.5% | -12.8% |
| 7D | -19.7% | +2.7% | -22.5% | -19.3% |
| 30D | -38.8% | +19.3% | -58.1% | -36.8% |
| 3M | -33.9% | -3.7% | -30.2% | -34.0% |
| 6M | -36.0% | -11.3% | -24.7% | -37.1% |
| YTD | +18.7% | -16.6% | +35.3% | +15.6% |
| 1Y | +19.8% | -21.1% | +40.9% | +15.5% |
| 3Y | +294.3% | -26.8% | +321.1% | +284.6% |
| 5Y | +205.7% | -88.0% | +293.8% | +108.5% |
| 10Y | +493.8% | -84.7% | +578.5% | +383.6% |
| All | +926.9% | -69.1% | +996.1% | +1,235.3% |
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