+394.5%
GLW vs TNA
-22.1%
+416.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.7% | +2.8% |
| 7D | +16.9% | -3.6% | +20.5% | +18.1% |
| 30D | +7.0% | -10.1% | +17.0% | +10.4% |
| 3M | -3.0% | +2.7% | -5.7% | -3.0% |
| 6M | +31.0% | +38.4% | -7.4% | +21.1% |
| YTD | +93.4% | +45.4% | +48.0% | +76.5% |
| 1Y | +134.7% | +55.9% | +78.8% | +109.3% |
| 3Y | +471.8% | +109.8% | +362.0% | +333.6% |
| 5Y | +394.5% | -22.5% | +417.0% | +331.1% |
| All | +394.5% | -22.1% | +416.6% | +331.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling