+10.6%
TMO vs GDDY
+29.8%
-19.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -0.6% | -3.2% | +2.6% | 0.0% |
| 30D | +1.1% | +6.8% | -5.7% | -0.6% |
| 3M | +28.3% | +30.5% | -2.1% | +19.5% |
| 6M | +23.3% | +13.3% | +9.9% | +18.0% |
| YTD | +5.5% | -21.0% | +26.4% | +9.4% |
| 1Y | +24.5% | -34.0% | +58.5% | +34.7% |
| 3Y | +19.6% | +33.1% | -13.5% | +0.7% |
| All | +10.6% | +29.8% | -19.2% | -4.3% |
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 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