+851.8%
GLW vs TMO
+338.2%
+513.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | +7.8% | -0.6% | +8.5% | +8.1% |
| 30D | -0.4% | +1.1% | -1.6% | -1.2% |
| 3M | -5.6% | +28.3% | -33.9% | -16.7% |
| 6M | +26.7% | +23.3% | +3.5% | +12.5% |
| YTD | +91.0% | +5.5% | +85.6% | +82.5% |
| 1Y | +122.4% | +24.5% | +97.9% | +94.5% |
| 3Y | +471.0% | +19.6% | +451.4% | +394.6% |
| 5Y | +385.6% | +8.1% | +377.5% | +329.6% |
| All | +851.8% | +338.2% | +513.6% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling