-13.5%
TYL vs GDDY
+28.5%
-42.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -3.2% |
| 7D | -11.5% | -7.0% | -4.5% | -9.1% |
| 30D | +3.9% | +6.2% | -2.3% | +1.2% |
| 3M | +10.8% | +20.0% | -9.3% | +2.1% |
| 6M | -5.3% | +6.8% | -12.1% | -9.1% |
| YTD | -26.1% | -22.3% | -3.8% | -21.5% |
| 1Y | -38.5% | -33.5% | -5.0% | -31.6% |
| All | -13.5% | +28.5% | -42.0% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling