+46.6%
TEM vs GDDY
-28.8%
+75.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | -8.7% | -3.2% | -5.5% | -7.7% |
| 30D | +8.1% | +6.8% | +1.3% | +4.2% |
| 3M | +19.0% | +30.5% | -11.5% | -0.2% |
| 6M | +12.0% | +13.3% | -1.3% | +0.4% |
| YTD | -0.1% | -21.0% | +20.9% | +11.6% |
| 1Y | -33.5% | -34.0% | +0.5% | -16.3% |
| All | +46.6% | -28.8% | +75.4% | +91.3% |
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