-15.7%
GME vs TAP
-19.6%
+3.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.3% |
| 7D | +4.8% | -5.1% | +9.9% | +5.1% |
| 30D | +5.9% | -8.4% | +14.3% | +6.3% |
| 3M | -10.7% | -3.9% | -6.8% | -10.6% |
| 6M | -19.8% | -14.4% | -5.4% | -19.8% |
| YTD | -0.9% | -14.7% | +13.8% | -1.2% |
| 1Y | -15.7% | -18.7% | +3.0% | -17.0% |
| All | -15.7% | -19.6% | +3.9% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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