-14.4%
TDG vs GLXY
+3.8%
-18.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -1.9% | -7.3% | +5.5% | -1.4% |
| 30D | -7.7% | +15.7% | -23.5% | -8.8% |
| 3M | -9.3% | -26.7% | +17.3% | -7.7% |
| 6M | -9.4% | +13.7% | -23.1% | -11.3% |
| YTD | -14.3% | +9.1% | -23.4% | -16.0% |
| 1Y | -11.8% | -15.5% | +3.7% | -13.0% |
| All | -14.4% | +3.8% | -18.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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