+15.5%
GLXY vs TCOM
-37.0%
+52.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +13.4% | -9.5% | +23.0% | +14.4% |
| 30D | +38.1% | -10.7% | +48.8% | +39.4% |
| 3M | -7.3% | -14.6% | +7.3% | -6.0% |
| 6M | +8.2% | -19.3% | +27.5% | +10.5% |
| YTD | +17.8% | -42.9% | +60.7% | +23.0% |
| 1Y | +14.9% | -43.8% | +58.7% | +20.2% |
| All | +15.5% | -37.0% | +52.5% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling