-7.5%
GLXY vs TCOM
-46.8%
+39.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -8.9% | -6.5% | -2.4% | -7.8% |
| 30D | +19.9% | -16.2% | +36.1% | +23.8% |
| 3M | -20.0% | -19.3% | -0.6% | -16.6% |
| 6M | +10.5% | -27.2% | +37.8% | +18.7% |
| YTD | +7.9% | -46.2% | +54.1% | +18.3% |
| 1Y | -7.5% | -46.6% | +39.1% | +3.8% |
| All | -7.5% | -46.8% | +39.3% | +3.8% |
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