+463.3%
GLW vs TNA
+117.1%
+346.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.3% | +8.9% | +8.0% |
| 7D | +14.0% | +4.1% | +9.9% | +12.4% |
| 30D | +0.4% | -7.6% | +8.0% | +3.1% |
| 3M | -11.3% | +8.1% | -19.4% | -12.8% |
| 6M | +35.1% | +49.0% | -13.9% | +21.6% |
| YTD | +90.5% | +51.7% | +38.8% | +70.8% |
| 1Y | +132.0% | +59.6% | +72.4% | +104.4% |
| 3Y | +463.3% | +118.9% | +344.4% | +320.5% |
| All | +463.3% | +117.1% | +346.2% | +320.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling