+526.0%
GLW vs TNA
+33.3%
+492.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | +7.7% | +3.7% | +4.0% | +6.6% |
| 30D | -18.8% | +4.4% | -23.2% | -19.9% |
| 3M | -27.7% | -26.7% | -1.1% | -20.2% |
| 6M | -44.4% | -12.8% | -31.6% | -41.3% |
| YTD | +31.3% | +22.7% | +8.6% | +25.0% |
| 1Y | +40.0% | +35.7% | +4.4% | +29.2% |
| 3Y | +339.2% | +134.6% | +204.7% | +208.1% |
| 5Y | +229.2% | -46.0% | +275.2% | +222.1% |
| All | +526.0% | +33.3% | +492.6% | +232.8% |
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