+24.3%
GDDY vs TENB
-9.4%
+33.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.0% | +7.8% | +3.6% |
| 7D | -3.2% | -12.1% | +8.9% | +0.6% |
| 30D | +6.8% | -18.6% | +25.4% | +13.2% |
| 3M | +30.5% | +12.1% | +18.4% | +23.1% |
| 6M | +13.3% | +46.8% | -33.5% | -3.2% |
| YTD | -21.0% | +28.0% | -48.9% | -29.9% |
| 1Y | -34.0% | -1.4% | -32.6% | -36.3% |
| 3Y | +33.1% | -33.9% | +67.0% | +41.7% |
| 5Y | +30.3% | -34.6% | +65.0% | +30.4% |
| All | +24.3% | -9.4% | +33.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 all: compounded portfolio wealth divided by compounded TENB 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…
all analysis · Full analysis span regression · 6 months rolling