+28.9%
TFC vs GLXY
+15.1%
+13.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.9% | -2.2% |
| 7D | +2.2% | +15.5% | -13.2% | +1.8% |
| 30D | -2.5% | +34.1% | -36.6% | -3.5% |
| 3M | +4.5% | -11.3% | +15.9% | +4.9% |
| 6M | +11.0% | +31.6% | -20.6% | +8.5% |
| YTD | +5.9% | +21.0% | -15.1% | +3.0% |
| 1Y | +14.6% | +11.7% | +2.9% | +11.7% |
| All | +28.9% | +15.1% | +13.8% | +23.9% |
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