+96.7%
TSM vs GLXY
-41.9%
+138.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +5.2% |
| 7D | -7.6% | -14.6% | +7.1% | -4.9% |
| 30D | -20.5% | -36.2% | +15.7% | -13.7% |
| 3M | -10.0% | -30.1% | +20.1% | -4.8% |
| 6M | -10.1% | -56.1% | +46.1% | +2.6% |
| YTD | +24.5% | -38.9% | +63.4% | +31.0% |
| 1Y | +31.2% | -55.0% | +86.2% | +44.2% |
| All | +96.7% | -41.9% | +138.6% | +108.9% |
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 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