+1.1%
TEL vs GDDY
-29.3%
+30.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | -0.4% |
| 7D | +3.0% | +3.7% | -0.7% | +3.0% |
| 30D | -3.9% | +10.4% | -14.3% | -3.8% |
| 3M | -5.1% | +19.4% | -24.5% | -4.6% |
| 6M | +0.6% | +14.3% | -13.7% | +1.1% |
| YTD | -7.3% | -18.4% | +11.1% | -3.1% |
| 1Y | +1.1% | -30.1% | +31.2% | +7.2% |
| All | +1.1% | -29.3% | +30.5% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling