-17.3%
TEM vs GDDY
-29.3%
+12.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.5% |
| 7D | +0.9% | +3.7% | -2.8% | 0.0% |
| 30D | +38.4% | +10.4% | +28.0% | +34.7% |
| 3M | +23.7% | +19.4% | +4.2% | +13.7% |
| 6M | +26.0% | +14.3% | +11.7% | +17.0% |
| YTD | +9.4% | -18.4% | +27.8% | +14.7% |
| 1Y | -17.3% | -30.1% | +12.8% | -8.5% |
| All | -17.3% | -29.3% | +12.0% | -8.5% |
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