-9.8%
GDDY vs TSLQ
-0.4%
-9.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +21.8% | -20.2% | +0.5% |
| 7D | +13.4% | +32.9% | -19.5% | +11.8% |
| 30D | +22.3% | +15.4% | +7.0% | +21.2% |
| 3M | +30.9% | -23.7% | +54.6% | +31.4% |
| 6M | +37.3% | -10.1% | +47.4% | +34.6% |
| YTD | -3.2% | +6.3% | -9.5% | -5.2% |
| 1Y | -9.8% | +4.6% | -14.3% | -11.7% |
| All | -9.8% | -0.4% | -9.4% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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