+369.7%
TMO vs GDDY
+390.3%
-20.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 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% | +8.9% |
| 1Y | +24.5% | -34.0% | +58.5% | +33.8% |
| 3Y | +19.6% | +33.1% | -13.5% | +6.1% |
| 5Y | +8.1% | +30.3% | -22.2% | -4.9% |
| 10Y | +336.7% | +205.5% | +131.2% | +233.8% |
| All | +369.7% | +390.3% | -20.6% | +260.4% |
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