-15.4%
TDG vs GLXY
+2.7%
-18.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.4% |
| 7D | -2.7% | -8.9% | +6.3% | -2.1% |
| 30D | -9.3% | +19.9% | -29.1% | -10.5% |
| 3M | -7.1% | -20.0% | +12.9% | -6.1% |
| 6M | -11.2% | +10.5% | -21.7% | -12.9% |
| YTD | -15.3% | +7.9% | -23.2% | -17.0% |
| 1Y | -12.5% | -7.5% | -5.0% | -14.3% |
| All | -15.4% | +2.7% | -18.1% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling