+900.1%
TT vs GDDY
+381.9%
+518.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -1.5% |
| 7D | -1.0% | -7.0% | +6.0% | +0.3% |
| 30D | -8.9% | +6.2% | -15.1% | -10.2% |
| 3M | -1.8% | +20.0% | -21.9% | -6.8% |
| 6M | +1.9% | +6.8% | -4.9% | -1.5% |
| YTD | +13.8% | -22.3% | +36.1% | +17.2% |
| 1Y | +6.1% | -33.5% | +39.7% | +13.1% |
| 3Y | +119.6% | +29.2% | +90.4% | +98.5% |
| 5Y | +145.9% | +28.1% | +117.8% | +120.3% |
| 10Y | +946.9% | +200.2% | +746.7% | +722.7% |
| All | +900.1% | +381.9% | +518.2% | +694.9% |
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