-16.3%
TMUS vs GLXY
-55.4%
+39.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.2% | -2.1% | +4.6% |
| 7D | +5.3% | -0.5% | +5.9% | +5.6% |
| 30D | +13.5% | -28.6% | +42.2% | +11.4% |
| 3M | -4.2% | -28.1% | +23.8% | -5.6% |
| 6M | -11.9% | -52.0% | +40.1% | -14.6% |
| YTD | -15.6% | -35.1% | +19.5% | -15.5% |
| All | -16.3% | -55.4% | +39.0% | -18.1% |
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