+10.3%
GLXY vs TD
+88.3%
-78.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.1% | -5.9% | -5.2% |
| 7D | +4.5% | -1.9% | +6.4% | +8.1% |
| 30D | +28.8% | -1.6% | +30.4% | +32.2% |
| 3M | -23.0% | +4.6% | -27.7% | -29.6% |
| 6M | +17.0% | +26.8% | -9.8% | -24.2% |
| YTD | +12.5% | +28.3% | -15.8% | -27.2% |
| 1Y | -5.4% | +60.4% | -65.8% | -56.3% |
| All | +10.3% | +88.3% | -78.0% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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