+621.7%
TSEM vs GDDY
+29.8%
+591.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.5% |
| 7D | -4.9% | -3.2% | -1.7% | -4.6% |
| 30D | -18.7% | +6.8% | -25.5% | -19.6% |
| 3M | -18.1% | +30.5% | -48.6% | -23.7% |
| 6M | +77.1% | +13.3% | +63.8% | +68.1% |
| YTD | +80.1% | -21.0% | +101.1% | +91.2% |
| 1Y | +220.4% | -34.0% | +254.4% | +262.5% |
| 3Y | +650.1% | +33.1% | +617.0% | +547.3% |
| All | +621.7% | +29.8% | +591.9% | +539.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling