+59.6%
TXN vs GDDY
+29.8%
+29.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.1% | +3.5% |
| 7D | +4.0% | -3.2% | +7.2% | +4.4% |
| 30D | -2.9% | +6.8% | -9.7% | -4.4% |
| 3M | -9.1% | +30.5% | -39.6% | -15.6% |
| 6M | +36.6% | +13.3% | +23.3% | +29.5% |
| YTD | +57.5% | -21.0% | +78.4% | +67.2% |
| 1Y | +49.5% | -34.0% | +83.5% | +69.3% |
| 3Y | +76.5% | +33.1% | +43.5% | +46.7% |
| All | +59.6% | +29.8% | +29.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling