-55.4%
TSLL vs GDDY
+28.2%
-83.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.6% | -10.6% |
| 7D | +1.9% | +3.7% | -1.8% | 0.0% |
| 30D | +17.8% | +10.4% | +7.4% | +10.8% |
| 3M | -37.0% | +19.4% | -56.4% | -46.7% |
| 6M | -37.7% | +14.3% | -51.9% | -47.6% |
| YTD | -51.4% | -18.4% | -33.0% | -44.9% |
| 1Y | -23.4% | -30.1% | +6.7% | +1.4% |
| 3Y | -30.8% | +39.4% | -70.2% | -49.4% |
| All | -55.4% | +28.2% | -83.6% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling