+1,779.8%
TSM vs GDDY
+207.2%
+1,572.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +0.7% |
| 7D | +1.0% | -3.2% | +4.2% | +1.8% |
| 30D | +1.0% | +6.8% | -5.9% | -1.8% |
| 3M | +2.9% | +30.5% | -27.6% | -8.7% |
| 6M | +22.8% | +13.3% | +9.5% | +13.1% |
| YTD | +43.3% | -21.0% | +64.3% | +49.1% |
| 1Y | +69.2% | -34.0% | +103.2% | +88.4% |
| 3Y | +404.5% | +33.1% | +371.4% | +313.2% |
| 5Y | +282.2% | +30.3% | +251.9% | +209.5% |
| All | +1,779.8% | +207.2% | +1,572.5% | +913.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling