+103.6%
TSM vs GLXY
-38.3%
+141.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | +2.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.9% |
| 30D | -14.3% | -28.6% | +14.4% | -9.1% |
| 3M | -7.2% | -28.1% | +20.8% | -2.5% |
| 6M | -5.1% | -52.0% | +46.9% | +6.3% |
| YTD | +28.9% | -35.1% | +64.0% | +33.8% |
| 1Y | +37.1% | -54.0% | +91.1% | +49.6% |
| All | +103.6% | -38.3% | +141.8% | +113.5% |
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