+289.8%
TE vs GLXY
+12.0%
+277.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.6% |
| 7D | -4.0% | +13.4% | -17.4% | -9.1% |
| 30D | -15.9% | +38.1% | -54.0% | -27.0% |
| 3M | -60.5% | -7.3% | -53.2% | -60.0% |
| 6M | -35.2% | +8.2% | -43.4% | -39.5% |
| YTD | -31.1% | +17.8% | -48.9% | -39.9% |
| 1Y | +148.6% | +14.9% | +133.7% | +133.0% |
| All | +289.8% | +12.0% | +277.8% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling