-12.5%
GDDY vs TMF
-23.9%
+11.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.5% |
| 7D | +11.1% | +4.0% | +7.1% | +9.9% |
| 30D | +18.6% | +19.5% | -0.8% | +13.5% |
| 3M | +32.8% | -3.5% | +36.3% | +32.7% |
| 6M | +34.0% | -10.6% | +44.6% | +34.8% |
| YTD | -4.6% | -17.1% | +12.4% | -3.4% |
| 1Y | -12.5% | -24.3% | +11.8% | -10.1% |
| All | -12.5% | -23.9% | +11.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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