-30.8%
TSLL vs GDDY
-32.7%
+1.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +1.1% |
| 7D | +6.1% | -3.2% | +9.3% | +5.9% |
| 30D | +20.6% | +6.8% | +13.8% | +21.4% |
| 3M | -25.4% | +30.5% | -55.9% | -23.4% |
| 6M | -34.2% | +13.3% | -47.5% | -33.2% |
| YTD | -48.4% | -21.0% | -27.4% | -38.0% |
| 1Y | -30.8% | -34.0% | +3.2% | -14.7% |
| All | -30.8% | -32.7% | +1.9% | -14.7% |
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