+851.8%
GLW vs TNA
+86.1%
+765.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | +7.8% | -7.3% | +15.1% | +10.4% |
| 30D | -0.4% | -14.2% | +13.7% | +4.4% |
| 3M | -5.6% | -4.6% | -1.0% | -3.5% |
| 6M | +26.7% | +36.9% | -10.2% | +16.5% |
| YTD | +91.0% | +42.5% | +48.5% | +73.3% |
| 1Y | +122.4% | +45.8% | +76.6% | +99.0% |
| 3Y | +471.0% | +104.7% | +366.3% | +314.2% |
| 5Y | +385.6% | -21.7% | +407.3% | +318.3% |
| All | +851.8% | +86.1% | +765.8% | +387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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