+36.0%
TSM vs GLXY
-57.6%
+93.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -17.0% | +14.8% | +1.6% |
| 7D | -10.0% | -26.8% | +16.9% | -4.1% |
| 30D | -18.5% | -38.3% | +19.8% | -10.3% |
| 3M | -4.9% | -36.9% | +32.0% | +3.0% |
| 6M | -1.0% | -52.1% | +51.1% | +12.3% |
| YTD | +31.3% | -37.5% | +68.8% | +36.9% |
| 1Y | +36.0% | -55.2% | +91.2% | +51.7% |
| All | +36.0% | -57.6% | +93.6% | +51.7% |
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