+78.9%
TNA vs GLXY
-38.8%
+117.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.2% | +0.6% |
| 7D | +3.7% | +5.3% | -1.5% | +2.0% |
| 30D | +4.4% | -19.8% | +24.2% | +9.2% |
| 3M | -26.7% | -31.4% | +4.7% | -20.3% |
| 6M | -12.8% | -53.3% | +40.5% | +5.0% |
| YTD | +22.7% | -35.7% | +58.3% | +26.9% |
| 1Y | +35.7% | -47.2% | +82.9% | +48.4% |
| All | +78.9% | -38.8% | +117.7% | +87.0% |
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 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