+28.3%
TFC vs GLXY
-38.3%
+66.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.3% | +1.8% |
| 7D | +0.3% | -0.5% | +0.9% | +0.2% |
| 30D | +9.2% | -28.6% | +37.8% | +9.9% |
| 3M | -2.9% | -28.1% | +25.2% | -2.5% |
| 6M | +3.5% | -52.0% | +55.5% | +5.2% |
| YTD | +5.4% | -35.1% | +40.5% | +4.1% |
| 1Y | +17.3% | -54.0% | +71.3% | +17.9% |
| All | +28.3% | -38.3% | +66.6% | +25.2% |
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