+31.7%
TFC vs GLXY
+12.0%
+19.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +2.4% | +13.4% | -11.0% | +2.0% |
| 30D | -1.3% | +38.1% | -39.4% | -2.4% |
| 3M | +6.1% | -7.3% | +13.4% | +6.1% |
| 6M | +7.3% | +8.2% | -0.8% | +5.8% |
| YTD | +8.2% | +17.8% | -9.6% | +5.4% |
| 1Y | +14.4% | +14.9% | -0.5% | +11.2% |
| All | +31.7% | +12.0% | +19.7% | +26.7% |
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