+364.4%
GDDY vs TMF
-83.9%
+448.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.2% | -8.3% |
| 7D | -7.6% | +1.0% | -8.6% | -7.6% |
| 30D | +2.0% | -1.8% | +3.8% | +1.9% |
| 3M | +15.1% | -8.2% | +23.3% | +14.8% |
| 6M | -1.1% | -19.5% | +18.4% | -1.8% |
| YTD | -25.1% | -16.0% | -9.2% | -25.5% |
| 1Y | -37.3% | -22.5% | -14.8% | -37.7% |
| 3Y | +24.5% | -42.3% | +66.8% | +22.6% |
| 5Y | +23.5% | -87.7% | +111.2% | +9.3% |
| 10Y | +185.0% | -86.5% | +271.5% | +171.6% |
| All | +364.4% | -83.9% | +448.3% | +490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling