+82.2%
TSN vs GDDY
+390.3%
-308.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | +3.0% | -3.2% | +6.2% | +3.4% |
| 30D | -4.2% | +6.8% | -11.0% | -5.4% |
| 3M | -3.9% | +30.5% | -34.4% | -8.0% |
| 6M | -9.8% | +13.3% | -23.2% | -12.3% |
| YTD | -7.3% | -21.0% | +13.7% | -5.3% |
| 1Y | -2.2% | -34.0% | +31.8% | +2.4% |
| 3Y | +11.9% | +33.1% | -21.2% | +3.2% |
| 5Y | -16.9% | +30.3% | -47.3% | -24.4% |
| 10Y | -4.8% | +205.5% | -210.3% | -22.9% |
| All | +82.2% | +390.3% | -308.1% | +44.7% |
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