+1,105.3%
GME vs TDY
+3,868.7%
-2,763.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +6.0% | -1.9% | +7.9% | +6.8% |
| 30D | +8.3% | -12.5% | +20.8% | +14.5% |
| 3M | -9.1% | -0.8% | -8.2% | -9.3% |
| 6M | -16.3% | -9.0% | -7.4% | -13.8% |
| YTD | +1.5% | +16.8% | -15.2% | -6.6% |
| 1Y | -16.3% | +9.5% | -25.8% | -21.1% |
| 3Y | +15.1% | +45.4% | -30.3% | -5.6% |
| 5Y | -57.2% | +37.8% | -95.0% | -63.7% |
| 10Y | +274.5% | +470.2% | -195.7% | +71.6% |
| All | +1,105.3% | +3,868.7% | -2,763.4% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling