-30.1%
GDDY vs TLN
-17.2%
-12.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -1.7% |
| 7D | +3.7% | +7.1% | -3.4% | +4.8% |
| 30D | +10.4% | -3.9% | +14.3% | +9.9% |
| 3M | +19.4% | -16.2% | +35.6% | +17.3% |
| 6M | +14.3% | -5.8% | +20.1% | +12.7% |
| YTD | -18.4% | -15.4% | -2.9% | -19.4% |
| 1Y | -30.1% | -16.7% | -13.4% | -30.2% |
| All | -30.1% | -17.2% | -12.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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