+99.7%
TXN vs GDDY
-11.8%
+111.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | +0.6% |
| 7D | +1.0% | +11.1% | -10.0% | +3.6% |
| 30D | +6.1% | +18.6% | -12.5% | +10.5% |
| 3M | +10.4% | +32.8% | -22.5% | +18.5% |
| 6M | +12.6% | +34.0% | -21.5% | +24.4% |
| YTD | +83.5% | -4.6% | +88.1% | +129.4% |
| 1Y | +99.7% | -12.5% | +112.2% | +170.5% |
| All | +99.7% | -11.8% | +111.5% | +170.5% |
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