+108.9%
TSM vs GLXY
-38.8%
+147.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -0.5% |
| 7D | +6.2% | +5.3% | +0.9% | +4.9% |
| 30D | -7.3% | -19.8% | +12.5% | -4.0% |
| 3M | -7.1% | -31.4% | +24.2% | -1.6% |
| 6M | +0.2% | -53.3% | +53.6% | +12.8% |
| YTD | +32.2% | -35.7% | +67.9% | +37.4% |
| 1Y | +42.8% | -47.2% | +90.0% | +52.5% |
| All | +108.9% | -38.8% | +147.7% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling