-72.2%
TTD vs GDDY
-29.3%
-42.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.1% | -3.3% |
| 7D | +6.3% | +3.7% | +2.6% | +4.6% |
| 30D | -23.9% | +10.4% | -34.3% | -27.5% |
| 3M | -31.4% | +19.4% | -50.8% | -38.5% |
| 6M | -42.7% | +14.3% | -56.9% | -47.4% |
| YTD | -62.0% | -18.4% | -43.6% | -57.0% |
| 1Y | -72.2% | -30.1% | -42.1% | -65.7% |
| All | -72.2% | -29.3% | -42.9% | -65.7% |
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 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