-29.4%
TSCO vs GDDY
-11.8%
-17.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +3.7% |
| 7D | +15.7% | +11.1% | +4.7% | +14.2% |
| 30D | +16.4% | +18.6% | -2.2% | +14.2% |
| 3M | +11.2% | +32.8% | -21.6% | +7.5% |
| 6M | +14.9% | +34.0% | -19.1% | +10.2% |
| YTD | -25.4% | -4.6% | -20.8% | -24.3% |
| 1Y | -29.4% | -12.5% | -16.9% | -25.2% |
| All | -29.4% | -11.8% | -17.6% | -25.2% |
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