-54.4%
GLXY vs TMF
-22.6%
-31.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.2% | +6.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | -28.6% | +16.3% | -44.9% | -34.1% |
| 3M | -28.1% | -2.7% | -25.4% | -26.5% |
| 6M | -52.0% | -13.2% | -38.8% | -48.0% |
| YTD | -35.1% | -16.7% | -18.4% | -30.3% |
| All | -54.4% | -22.6% | -31.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling