-52.0%
TSLL vs GDDY
+18.4%
-70.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +5.1% | -8.1% | +13.2% | +9.6% |
| 30D | +20.0% | +2.3% | +17.7% | +16.9% |
| 3M | -23.8% | +14.7% | -38.5% | -34.7% |
| 6M | -30.3% | +2.1% | -32.4% | -37.2% |
| YTD | -47.7% | -24.6% | -23.1% | -38.5% |
| 1Y | -21.2% | -37.1% | +15.9% | +11.4% |
| 3Y | -26.9% | +25.5% | -52.4% | -42.9% |
| All | -52.0% | +18.4% | -70.5% | -58.3% |
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