+5.8%
GLXY vs TCOM
-40.6%
+46.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | -8.9% | -6.5% | -2.4% | -8.4% |
| 30D | +19.9% | -16.2% | +36.1% | +21.8% |
| 3M | -20.0% | -19.3% | -0.6% | -18.4% |
| 6M | +10.5% | -27.2% | +37.8% | +14.1% |
| YTD | +7.9% | -46.2% | +54.1% | +13.3% |
| 1Y | -7.5% | -46.6% | +39.1% | -2.6% |
| All | +5.8% | -40.6% | +46.4% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling