-9.8%
GDDY vs TCOM
-36.9%
+27.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.1% |
| 7D | +13.4% | +13.6% | -0.2% | +11.0% |
| 30D | +22.3% | +14.5% | +7.8% | +19.7% |
| 3M | +30.9% | -4.7% | +35.6% | +31.2% |
| 6M | +37.3% | -16.4% | +53.7% | +38.8% |
| YTD | -3.2% | -39.1% | +35.9% | +0.3% |
| 1Y | -9.8% | -37.8% | +28.1% | -6.9% |
| All | -9.8% | -36.9% | +27.1% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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