+127.5%
TSM vs GLXY
+7.0%
+120.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | +0.6% |
| 7D | +4.8% | +4.5% | +0.2% | +3.7% |
| 30D | +4.0% | +28.8% | -24.8% | -1.7% |
| 3M | +2.0% | -23.0% | +25.0% | +5.5% |
| 6M | +25.5% | +17.0% | +8.5% | +19.1% |
| YTD | +44.0% | +12.5% | +31.5% | +35.4% |
| 1Y | +75.4% | -5.4% | +80.8% | +70.3% |
| All | +127.5% | +7.0% | +120.4% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling