-20.6%
TEM vs GLXY
+5.6%
-26.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.4% |
| 7D | +3.2% | +15.5% | -12.2% | -1.4% |
| 30D | +23.5% | +34.1% | -10.6% | +13.2% |
| 3M | +32.3% | -11.3% | +43.7% | +33.4% |
| 6M | +23.0% | +31.6% | -8.6% | +9.5% |
| YTD | +8.9% | +21.0% | -12.1% | -5.6% |
| All | -20.6% | +5.6% | -26.3% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling