-55.2%
GLXY vs TCOM
-39.6%
-15.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.2% | -20.2% | -16.9% |
| 7D | -26.8% | +10.7% | -37.5% | -26.7% |
| 30D | -38.3% | +10.1% | -48.4% | -38.3% |
| 3M | -36.9% | -8.9% | -28.0% | -35.9% |
| 6M | -52.1% | -19.2% | -32.9% | -50.3% |
| YTD | -37.5% | -40.6% | +3.1% | -38.2% |
| 1Y | -55.2% | -39.0% | -16.1% | -56.6% |
| All | -55.2% | -39.6% | -15.6% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling