+2,650.1%
GLW vs TNA
+1,004.3%
+1,645.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.5% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | -1.3% | -4.9% | +3.6% | +0.2% |
| 3M | -21.8% | +0.4% | -22.2% | -21.2% |
| 6M | +6.9% | +32.5% | -25.6% | -0.7% |
| YTD | +77.2% | +53.7% | +23.4% | +56.8% |
| 1Y | +123.2% | +65.1% | +58.1% | +91.8% |
| 3Y | +400.0% | +98.4% | +301.5% | +264.0% |
| 5Y | +342.8% | -22.5% | +365.3% | +279.5% |
| 10Y | +771.4% | +82.5% | +688.9% | +331.6% |
| All | +2,650.1% | +1,004.3% | +1,645.8% | +356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling