-83.4%
TTD vs GDDY
+30.8%
-114.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.9% | +1.6% |
| 7D | -0.6% | -3.2% | +2.6% | +1.1% |
| 30D | +6.3% | +6.8% | -0.5% | +1.8% |
| 3M | -24.1% | +30.5% | -54.6% | -38.0% |
| 6M | -47.4% | +13.3% | -60.8% | -52.9% |
| YTD | -62.2% | -21.0% | -41.3% | -56.7% |
| 1Y | -68.3% | -34.0% | -34.3% | -58.5% |
| 3Y | -83.4% | +33.1% | -116.5% | -85.7% |
| All | -83.4% | +30.8% | -114.2% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling