+14.4%
TFC vs GDDY
-29.3%
+43.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | +2.4% | +3.7% | -1.3% | +2.2% |
| 30D | -1.3% | +10.4% | -11.7% | -1.9% |
| 3M | +6.1% | +19.4% | -13.3% | +5.0% |
| 6M | +7.3% | +14.3% | -6.9% | +6.3% |
| YTD | +8.2% | -18.4% | +26.5% | +15.2% |
| 1Y | +14.4% | -30.1% | +44.5% | +23.2% |
| All | +14.4% | -29.3% | +43.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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