-19.8%
GME vs TDY
-7.1%
-12.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.3% |
| 7D | +4.8% | -1.8% | +6.7% | +4.9% |
| 30D | +5.9% | -13.8% | +19.6% | +6.8% |
| 3M | -10.7% | -3.9% | -6.8% | -11.2% |
| 6M | -19.8% | -9.0% | -10.8% | -18.0% |
| All | -19.8% | -7.1% | -12.7% | -18.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling