+541.9%
TXN vs GDDY
+390.3%
+151.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.1% | +3.4% |
| 7D | +4.0% | -3.2% | +7.2% | +4.7% |
| 30D | -2.9% | +6.8% | -9.7% | -5.2% |
| 3M | -9.1% | +30.5% | -39.6% | -17.9% |
| 6M | +36.6% | +13.3% | +23.3% | +26.8% |
| YTD | +57.5% | -21.0% | +78.4% | +62.6% |
| 1Y | +49.5% | -34.0% | +83.5% | +63.9% |
| 3Y | +76.5% | +33.1% | +43.5% | +48.8% |
| 5Y | +62.4% | +30.3% | +32.1% | +35.4% |
| 10Y | +429.7% | +205.5% | +224.2% | +257.4% |
| All | +541.9% | +390.3% | +151.5% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling