+10.3%
GLXY vs TCOM
-39.8%
+50.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.2% | -3.8% | -6.7% |
| 7D | +4.5% | -10.2% | +14.7% | +5.4% |
| 30D | +28.8% | -16.8% | +45.7% | +31.0% |
| 3M | -23.0% | -16.7% | -6.4% | -21.8% |
| 6M | +17.0% | -27.1% | +44.1% | +20.8% |
| YTD | +12.5% | -45.5% | +58.0% | +17.9% |
| 1Y | -5.4% | -45.9% | +40.5% | -0.5% |
| All | +10.3% | -39.8% | +50.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling