+290.5%
GME vs TDY
+479.2%
-188.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.1% |
| 7D | +10.4% | -1.1% | +11.5% | +11.0% |
| 30D | +14.1% | -12.0% | +26.1% | +21.5% |
| 3M | -4.6% | -3.2% | -1.4% | -3.8% |
| 6M | -13.5% | -7.9% | -5.7% | -10.9% |
| YTD | +5.3% | +18.2% | -12.9% | -5.8% |
| 1Y | -14.9% | +6.7% | -21.5% | -19.9% |
| 3Y | +24.3% | +47.5% | -23.3% | -4.6% |
| 5Y | -55.6% | +39.5% | -95.1% | -64.5% |
| All | +290.5% | +479.2% | -188.8% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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