+1,145.7%
TSEM vs GDDY
+390.3%
+755.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.2% |
| 7D | -4.9% | -3.2% | -1.7% | -4.2% |
| 30D | -18.7% | +6.8% | -25.5% | -20.9% |
| 3M | -18.1% | +30.5% | -48.6% | -27.2% |
| 6M | +77.1% | +13.3% | +63.8% | +61.6% |
| YTD | +80.1% | -21.0% | +101.1% | +84.1% |
| 1Y | +220.4% | -34.0% | +254.4% | +248.9% |
| 3Y | +650.1% | +33.1% | +617.0% | +520.9% |
| 5Y | +628.9% | +30.3% | +598.6% | +492.1% |
| 10Y | +1,293.4% | +205.5% | +1,087.9% | +775.7% |
| All | +1,145.7% | +390.3% | +755.4% | +626.9% |
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 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