+30.4%
GDDY vs TKO
+291.2%
-260.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -3.2% | +2.3% | -5.5% | -3.9% |
| 30D | +6.8% | -2.5% | +9.3% | +7.3% |
| 3M | +30.5% | -10.6% | +41.1% | +33.5% |
| 6M | +13.3% | -5.1% | +18.4% | +14.1% |
| YTD | -21.0% | -8.2% | -12.7% | -19.9% |
| 1Y | -34.0% | -4.4% | -29.6% | -33.8% |
| 3Y | +33.1% | +100.4% | -67.3% | +11.6% |
| All | +30.4% | +291.2% | -260.8% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling