+95.6%
TFC vs GDDY
+207.2%
-111.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.3% |
| 7D | -2.4% | -3.2% | +0.8% | -1.6% |
| 30D | -3.4% | +6.8% | -10.2% | -5.5% |
| 3M | +0.4% | +30.5% | -30.0% | -8.5% |
| 6M | +12.7% | +13.3% | -0.6% | +6.0% |
| YTD | +5.6% | -21.0% | +26.5% | +10.1% |
| 1Y | +16.0% | -34.0% | +50.0% | +27.9% |
| 3Y | +94.0% | +33.1% | +60.9% | +65.5% |
| 5Y | +16.2% | +30.3% | -14.2% | -2.5% |
| All | +95.6% | +207.2% | -111.7% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling