-38.1%
GLXY vs TD
+97.2%
-135.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.3% |
| 7D | -16.2% | -0.7% | -15.5% | -16.0% |
| 30D | -30.6% | +7.6% | -38.2% | -38.4% |
| 3M | -27.7% | +3.0% | -30.7% | -31.4% |
| 6M | -53.3% | +16.8% | -70.2% | -65.0% |
| YTD | -36.9% | +34.3% | -71.2% | -62.3% |
| 1Y | -55.6% | +56.0% | -111.6% | -78.8% |
| All | -38.1% | +97.2% | -135.3% | -80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling