+102.9%
TFC vs GDDY
+381.9%
-279.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.3% |
| 7D | -2.5% | -7.0% | +4.5% | -0.9% |
| 30D | -2.8% | +6.2% | -9.0% | -4.6% |
| 3M | +2.1% | +20.0% | -17.9% | -3.7% |
| 6M | +10.1% | +6.8% | +3.3% | +6.1% |
| YTD | +5.4% | -22.3% | +27.8% | +9.6% |
| 1Y | +16.3% | -33.5% | +49.8% | +25.8% |
| 3Y | +95.9% | +29.2% | +66.6% | +74.3% |
| 5Y | +16.0% | +28.1% | -12.1% | +1.8% |
| 10Y | +97.9% | +200.2% | -102.3% | +45.4% |
| All | +102.9% | +381.9% | -279.0% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling