+25.8%
TMO vs GDDY
-29.3%
+55.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.5% |
| 7D | -1.4% | +3.7% | -5.0% | -1.8% |
| 30D | +6.2% | +10.4% | -4.2% | +4.9% |
| 3M | +27.5% | +19.4% | +8.0% | +23.2% |
| 6M | +20.0% | +14.3% | +5.7% | +16.4% |
| YTD | +6.1% | -18.4% | +24.5% | +5.2% |
| 1Y | +25.8% | -30.1% | +55.9% | +19.9% |
| All | +25.8% | -29.3% | +55.2% | +19.9% |
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