+188.6%
TYL vs GDDY
+364.4%
-175.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.3% | +3.9% | -1.6% |
| 7D | -7.6% | -7.6% | 0.0% | -5.1% |
| 30D | +11.3% | +2.0% | +9.3% | +10.4% |
| 3M | +14.5% | +15.1% | -0.6% | +8.3% |
| 6M | -7.1% | -1.1% | -6.0% | -7.8% |
| YTD | -23.4% | -25.1% | +1.8% | -17.1% |
| 1Y | -38.6% | -37.3% | -1.3% | -29.7% |
| 3Y | -11.3% | +24.5% | -35.8% | -20.5% |
| 5Y | -28.0% | +23.5% | -51.5% | -35.4% |
| 10Y | +104.9% | +185.0% | -80.1% | +50.3% |
| All | +188.6% | +364.4% | -175.8% | +104.3% |
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 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