+21.3%
TFC vs GDDY
-11.8%
+33.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +2.7% |
| 7D | +5.1% | +11.1% | -6.0% | +4.5% |
| 30D | +9.8% | +18.6% | -8.8% | +8.7% |
| 3M | -2.4% | +32.8% | -35.3% | -3.8% |
| 6M | +4.9% | +34.0% | -29.1% | +3.5% |
| YTD | +6.6% | -4.6% | +11.2% | +14.8% |
| 1Y | +21.3% | -12.5% | +33.8% | +37.2% |
| All | +21.3% | -11.8% | +33.1% | +37.2% |
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