+1,469.6%
GME vs TCOM
+2,658.7%
-1,189.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +0.4% | -7.6% | +8.0% | +2.1% |
| 30D | -1.4% | -12.2% | +10.8% | +1.3% |
| 3M | -15.1% | -14.2% | -0.9% | -12.7% |
| 6M | -22.5% | -25.0% | +2.5% | -17.9% |
| YTD | -5.9% | -43.7% | +37.8% | +5.3% |
| 1Y | -18.6% | -44.5% | +25.9% | -8.7% |
| 3Y | +6.7% | +13.4% | -6.8% | -0.5% |
| 5Y | -62.0% | +26.5% | -88.5% | -67.0% |
| 10Y | +239.5% | -10.3% | +249.7% | +196.0% |
| All | +1,469.6% | +2,658.7% | -1,189.1% | +649.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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