-30.0%
GLXY vs TCOM
-33.0%
+3.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.1% | +14.2% | +13.2% |
| 7D | +14.3% | +2.2% | +12.2% | +14.3% |
| 30D | -19.6% | +12.5% | -32.1% | -20.0% |
| 3M | -20.7% | -5.6% | -15.1% | -19.8% |
| 6M | -49.6% | -16.5% | -33.1% | -48.2% |
| YTD | -28.6% | -39.4% | +10.8% | -25.3% |
| 1Y | -48.0% | -41.0% | -7.1% | -45.5% |
| All | -30.0% | -33.0% | +3.1% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling