+20.1%
TMO vs GDDY
+38.8%
-18.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | -0.3% |
| 7D | 0.0% | +3.1% | -3.1% | -0.5% |
| 30D | +4.3% | +10.1% | -5.8% | +2.8% |
| 3M | +30.9% | +37.0% | -6.2% | +23.8% |
| 6M | +32.3% | +28.6% | +3.6% | +26.1% |
| YTD | +6.1% | -15.8% | +21.9% | +7.3% |
| 1Y | +28.4% | -28.0% | +56.4% | +32.9% |
| 3Y | +20.1% | +38.8% | -18.7% | +2.0% |
| All | +20.1% | +38.8% | -18.7% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling