-30.1%
GDDY vs TMF
-15.2%
-14.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +3.7% | -1.4% | +5.1% | +3.9% |
| 30D | +10.4% | -2.8% | +13.2% | +10.7% |
| 3M | +19.4% | -10.9% | +30.3% | +20.2% |
| 6M | +14.3% | -21.3% | +35.6% | +15.6% |
| YTD | -18.4% | -15.9% | -2.5% | -17.5% |
| 1Y | -30.1% | -15.7% | -14.4% | -28.9% |
| All | -30.1% | -15.2% | -14.8% | -28.9% |
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