+25.4%
TMO vs GLXY
-57.6%
+83.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -17.0% | +18.1% | +1.9% |
| 7D | +0.3% | -26.8% | +27.1% | +1.6% |
| 30D | +4.3% | -38.3% | +42.7% | +6.2% |
| 3M | +25.1% | -36.9% | +62.0% | +26.7% |
| 6M | +52.9% | -52.1% | +105.0% | +56.6% |
| YTD | +22.2% | -37.5% | +59.7% | +21.5% |
| 1Y | +25.4% | -55.2% | +80.6% | +27.0% |
| All | +25.4% | -57.6% | +83.0% | +27.0% |
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