+99.7%
TXN vs GLXY
-57.6%
+157.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.0% | +16.7% | +1.7% |
| 7D | +1.0% | -26.8% | +27.8% | +4.3% |
| 30D | +6.1% | -38.3% | +44.5% | +11.2% |
| 3M | +10.4% | -36.9% | +47.3% | +14.8% |
| 6M | +12.6% | -52.1% | +64.7% | +19.5% |
| YTD | +83.5% | -37.5% | +121.0% | +86.0% |
| 1Y | +99.7% | -55.2% | +154.9% | +113.8% |
| All | +99.7% | -57.6% | +157.3% | +113.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling