+77.1%
TSEM vs GDDY
+7.3%
+69.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +2.8% |
| 7D | -4.9% | -3.2% | -1.7% | -6.6% |
| 30D | -18.7% | +6.8% | -25.5% | -14.0% |
| 3M | -18.1% | +30.5% | -48.6% | +2.0% |
| 6M | +77.1% | +13.3% | +63.8% | +108.9% |
| All | +77.1% | +7.3% | +69.8% | +108.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling