-30.0%
GLXY vs TD
+97.8%
-127.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.3% | +12.9% | +12.7% |
| 7D | +14.3% | -3.1% | +17.4% | +20.0% |
| 30D | -19.6% | +6.7% | -26.3% | -27.6% |
| 3M | -20.7% | +3.1% | -23.8% | -24.8% |
| 6M | -49.6% | +17.6% | -67.2% | -62.6% |
| YTD | -28.6% | +34.8% | -63.4% | -57.5% |
| 1Y | -48.0% | +55.6% | -103.7% | -75.1% |
| All | -30.0% | +97.8% | -127.8% | -77.9% |
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