-27.0%
TMUS vs GLXY
-32.0%
+5.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +13.2% | -11.4% | +2.6% |
| 7D | +8.2% | +14.3% | -6.2% | +9.0% |
| 30D | +13.4% | -19.6% | +33.0% | +12.6% |
| 3M | -3.0% | -20.7% | +17.6% | -3.5% |
| 6M | -8.8% | -49.6% | +40.8% | -10.3% |
| YTD | -13.8% | -28.6% | +14.7% | -13.8% |
| 1Y | -17.1% | -48.0% | +31.0% | -17.2% |
| All | -27.0% | -32.0% | +5.0% | -28.6% |
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