+18.6%
GLXY vs TD
+90.5%
-71.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +4.2% |
| 7D | +15.5% | +0.9% | +14.6% | +14.0% |
| 30D | +34.1% | -0.7% | +34.8% | +35.4% |
| 3M | -11.3% | +6.3% | -17.6% | -21.0% |
| 6M | +31.6% | +27.9% | +3.7% | -16.1% |
| YTD | +21.0% | +29.8% | -8.8% | -23.2% |
| 1Y | +11.7% | +63.7% | -52.0% | -49.9% |
| All | +18.6% | +90.5% | -71.9% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling