+51.7%
TNA vs GDDY
+390.3%
-338.6%
-88.1%
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% | -0.3% |
| 7D | -7.3% | -3.2% | -4.1% | -5.4% |
| 30D | -14.2% | +6.8% | -21.0% | -20.4% |
| 3M | -4.6% | +30.5% | -35.0% | -28.9% |
| 6M | +36.9% | +13.3% | +23.6% | +9.9% |
| YTD | +42.5% | -21.0% | +63.5% | +50.9% |
| 1Y | +45.8% | -34.0% | +79.8% | +81.8% |
| 3Y | +104.7% | +33.1% | +71.6% | +33.1% |
| 5Y | -21.7% | +30.3% | -52.0% | -44.0% |
| 10Y | +83.8% | +205.5% | -121.7% | -3.7% |
| All | +51.7% | +390.3% | -338.6% | -23.3% |
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 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