+650.1%
TSEM vs GDDY
+30.8%
+619.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.8% |
| 7D | -4.9% | -3.2% | -1.7% | -5.1% |
| 30D | -18.7% | +6.8% | -25.5% | -18.3% |
| 3M | -18.1% | +30.5% | -48.6% | -19.4% |
| 6M | +77.1% | +13.3% | +63.8% | +75.6% |
| YTD | +80.1% | -21.0% | +101.1% | +98.0% |
| 1Y | +220.4% | -34.0% | +254.4% | +274.1% |
| 3Y | +650.1% | +33.1% | +617.0% | +624.9% |
| All | +650.1% | +30.8% | +619.3% | +624.9% |
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