+28.8%
TFC vs GLXY
-38.8%
+67.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +1.3% |
| 7D | +2.3% | +5.3% | -3.0% | +2.1% |
| 30D | +10.8% | -19.8% | +30.6% | +11.1% |
| 3M | -3.8% | -31.4% | +27.6% | -3.2% |
| 6M | +9.6% | -53.3% | +62.9% | +11.5% |
| YTD | +5.8% | -35.7% | +41.5% | +4.4% |
| 1Y | +16.2% | -47.2% | +63.4% | +15.8% |
| All | +28.8% | -38.8% | +67.6% | +25.6% |
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