+23.6%
GDDY vs TLN
+589.3%
-565.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +0.8% |
| 7D | -8.1% | +5.8% | -14.0% | -8.3% |
| 30D | +2.3% | -6.9% | +9.2% | +2.5% |
| 3M | +14.7% | -10.9% | +25.6% | +14.6% |
| 6M | +2.1% | -4.6% | +6.7% | +0.7% |
| YTD | -24.6% | -14.7% | -9.8% | -25.1% |
| 1Y | -37.1% | -17.9% | -19.2% | -37.5% |
| 3Y | +25.5% | +483.9% | -458.4% | -4.7% |
| All | +23.6% | +589.3% | -565.7% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling