+98.6%
TYL vs GDDY
+207.2%
-108.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | -7.5% | -3.2% | -4.3% | -6.4% |
| 30D | +6.0% | +6.8% | -0.8% | +3.0% |
| 3M | +13.9% | +30.5% | -16.5% | +1.6% |
| 6M | -3.3% | +13.3% | -16.7% | -9.2% |
| YTD | -25.8% | -21.0% | -4.9% | -20.6% |
| 1Y | -39.2% | -34.0% | -5.2% | -30.4% |
| 3Y | -13.2% | +33.1% | -46.2% | -26.3% |
| 5Y | -28.6% | +30.3% | -58.9% | -39.3% |
| All | +98.6% | +207.2% | -108.6% | +21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling