+0.2%
TT vs GLXY
-32.0%
+32.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.2% | -12.2% | 0.0% |
| 7D | +3.5% | +14.3% | -10.8% | +2.4% |
| 30D | -11.0% | -19.6% | +8.6% | -10.2% |
| 3M | -12.0% | -20.7% | +8.7% | -11.4% |
| 6M | -10.4% | -49.6% | +39.2% | -7.6% |
| YTD | +9.9% | -28.6% | +38.5% | +9.2% |
| 1Y | +1.5% | -48.0% | +49.5% | +1.9% |
| All | +0.2% | -32.0% | +32.2% | +0.4% |
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