-58.4%
GME vs TKO
+291.2%
-349.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.6% |
| 7D | +10.4% | +2.3% | +8.1% | +9.5% |
| 30D | +14.1% | -2.5% | +16.6% | +14.7% |
| 3M | -4.6% | -10.6% | +6.0% | -1.8% |
| 6M | -13.5% | -5.1% | -8.5% | -13.0% |
| YTD | +5.3% | -8.2% | +13.5% | +6.6% |
| 1Y | -14.9% | -4.4% | -10.5% | -15.3% |
| 3Y | +24.3% | +100.4% | -76.1% | -5.7% |
| All | -58.4% | +291.2% | -349.6% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling