+159.7%
TTMI vs GLXY
-35.4%
+195.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.9% | -1.0% |
| 7D | +22.6% | +16.9% | +5.6% | +15.3% |
| 30D | -34.3% | -23.0% | -11.3% | -26.9% |
| 3M | -44.8% | -28.0% | -16.8% | -37.6% |
| 6M | -53.3% | -51.6% | -1.7% | -40.8% |
| YTD | +10.6% | -32.1% | +42.7% | +22.9% |
| 1Y | +8.2% | -51.5% | +59.7% | +29.2% |
| All | +159.7% | -35.4% | +195.1% | +194.5% |
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