+1,124.0%
TTMI vs GDDY
+207.2%
+916.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +2.9% |
| 7D | +0.7% | -3.2% | +3.9% | +1.3% |
| 30D | -8.4% | +6.8% | -15.2% | -10.8% |
| 3M | -32.5% | +30.5% | -62.9% | -40.0% |
| 6M | +32.5% | +13.3% | +19.2% | +21.0% |
| YTD | +83.2% | -21.0% | +104.2% | +88.2% |
| 1Y | +161.7% | -34.0% | +195.7% | +188.2% |
| 3Y | +890.1% | +33.1% | +857.1% | +692.4% |
| 5Y | +832.4% | +30.3% | +802.1% | +635.7% |
| All | +1,124.0% | +207.2% | +916.8% | +565.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling