+38.5%
TNA vs GLXY
-57.6%
+96.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -17.0% | +21.4% | +9.6% |
| 7D | +2.4% | -26.8% | +29.2% | +11.4% |
| 30D | -0.9% | -38.3% | +37.4% | +13.4% |
| 3M | -19.2% | -36.9% | +17.7% | -9.9% |
| 6M | -0.8% | -52.1% | +51.3% | +19.8% |
| YTD | +33.2% | -37.5% | +70.7% | +33.4% |
| 1Y | +38.5% | -55.2% | +93.7% | +66.0% |
| All | +38.5% | -57.6% | +96.1% | +66.0% |
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