+14.0%
TFC vs GDDY
+29.8%
-15.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.2% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | -3.4% | +6.8% | -10.2% | -5.0% |
| 3M | +0.4% | +30.5% | -30.0% | -6.7% |
| 6M | +12.7% | +13.3% | -0.6% | +7.4% |
| YTD | +5.6% | -21.0% | +26.5% | +10.6% |
| 1Y | +16.0% | -34.0% | +50.0% | +28.0% |
| 3Y | +94.0% | +33.1% | +60.9% | +66.8% |
| All | +14.0% | +29.8% | -15.7% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling