+76.5%
TNA vs GDDY
+207.2%
-130.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | -0.5% |
| 7D | -7.3% | -3.2% | -4.1% | -5.2% |
| 30D | -14.2% | +6.8% | -21.0% | -21.4% |
| 3M | -4.6% | +30.5% | -35.0% | -32.6% |
| 6M | +36.9% | +13.3% | +23.6% | +5.1% |
| YTD | +42.5% | -21.0% | +63.5% | +51.5% |
| 1Y | +45.8% | -34.0% | +79.8% | +88.2% |
| 3Y | +104.7% | +33.1% | +71.6% | +16.1% |
| 5Y | -21.7% | +30.3% | -52.0% | -51.3% |
| All | +76.5% | +207.2% | -130.7% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling