-49.1%
TSLL vs GDDY
+44.4%
-93.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -4.4% |
| 7D | +17.8% | -0.2% | +18.1% | +17.8% |
| 30D | +8.2% | +10.4% | -2.2% | +1.0% |
| 3M | +20.9% | +13.6% | +7.3% | +9.1% |
| 6M | -37.5% | +33.7% | -71.2% | -52.9% |
| YTD | -44.5% | -8.0% | -36.5% | -42.8% |
| 1Y | -33.0% | -12.9% | -20.0% | -27.2% |
| 3Y | -6.4% | +29.3% | -35.7% | -24.1% |
| All | -49.1% | +44.4% | -93.5% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling