-39.2%
TYL vs GDDY
-32.7%
-6.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.4% |
| 7D | -7.5% | -3.2% | -4.3% | -6.2% |
| 30D | +6.0% | +6.8% | -0.8% | +2.4% |
| 3M | +13.9% | +30.5% | -16.5% | -1.2% |
| 6M | -3.3% | +13.3% | -16.7% | -10.8% |
| YTD | -25.8% | -21.0% | -4.9% | -17.6% |
| 1Y | -39.2% | -34.0% | -5.2% | -26.6% |
| All | -39.2% | -32.7% | -6.5% | -26.6% |
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 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