-12.5%
GDDY vs TXT
+9.2%
-21.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.5% | +4.2% |
| 7D | +11.1% | +10.6% | +0.4% | +11.7% |
| 30D | +18.6% | +14.4% | +4.2% | +19.6% |
| 3M | +32.8% | -2.7% | +35.6% | +32.7% |
| 6M | +34.0% | -4.7% | +38.7% | +32.6% |
| YTD | -4.6% | -0.5% | -4.1% | -5.2% |
| 1Y | -12.5% | +8.7% | -21.2% | -17.0% |
| All | -12.5% | +9.2% | -21.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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