+323.1%
TTMI vs GLXY
+7.0%
+316.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.0% | +3.1% | -1.5% |
| 7D | +7.5% | +4.5% | +3.0% | +5.6% |
| 30D | -4.5% | +28.8% | -33.3% | -13.2% |
| 3M | -28.5% | -23.0% | -5.5% | -23.7% |
| 6M | +28.4% | +17.0% | +11.4% | +19.8% |
| YTD | +80.1% | +12.5% | +67.6% | +65.3% |
| 1Y | +161.0% | -5.4% | +166.4% | +152.7% |
| All | +323.1% | +7.0% | +316.0% | +296.2% |
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