-10.5%
TEM vs GDDY
-11.8%
+1.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.3% | -7.1% | -3.5% |
| 7D | -1.3% | +11.1% | -12.4% | -3.2% |
| 30D | -9.5% | +18.6% | -28.1% | -12.7% |
| 3M | +60.7% | +32.8% | +27.9% | +49.9% |
| 6M | +35.5% | +34.0% | +1.4% | +22.0% |
| YTD | +28.0% | -4.6% | +32.7% | +24.1% |
| 1Y | -10.5% | -12.5% | +2.0% | -7.5% |
| All | -10.5% | -11.8% | +1.3% | -7.5% |
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