+84.4%
TSM vs GDDY
-29.3%
+113.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +2.6% |
| 7D | +2.7% | +3.7% | -1.0% | +3.2% |
| 30D | +3.6% | +10.4% | -6.8% | +5.1% |
| 3M | -3.4% | +19.4% | -22.8% | -0.9% |
| 6M | +20.6% | +14.3% | +6.3% | +23.7% |
| YTD | +41.9% | -18.4% | +60.2% | +45.9% |
| 1Y | +84.4% | -30.1% | +114.5% | +88.4% |
| All | +84.4% | -29.3% | +113.7% | +88.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling