+14.7%
TNA vs GDDY
-11.2%
+25.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.5% | -15.1% | -13.6% |
| 7D | -14.0% | +13.4% | -27.5% | -13.9% |
| 30D | -12.5% | +22.3% | -34.8% | -12.4% |
| 3M | -28.8% | +30.9% | -59.7% | -28.8% |
| 6M | -18.4% | +37.3% | -55.7% | -18.2% |
| YTD | +15.1% | -3.2% | +18.3% | +40.2% |
| 1Y | +14.7% | -9.8% | +24.5% | +59.5% |
| All | +14.7% | -11.2% | +25.9% | +59.5% |
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