+33.1%
GDDY vs TD
+127.3%
-94.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +6.8% | -1.9% | +8.7% | +7.1% |
| 3M | +30.5% | +4.8% | +25.7% | +29.3% |
| 6M | +13.3% | +28.0% | -14.7% | +7.4% |
| YTD | -21.0% | +30.3% | -51.3% | -25.5% |
| 1Y | -34.0% | +59.8% | -93.8% | -41.1% |
| 3Y | +33.1% | +124.7% | -91.6% | +5.0% |
| All | +33.1% | +127.3% | -94.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling