-19.8%
GME vs TKO
-3.3%
-16.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +5.5% |
| 7D | +4.8% | +0.7% | +4.2% | +4.7% |
| 30D | +5.9% | +0.9% | +5.0% | +5.7% |
| 3M | -10.7% | -6.2% | -4.6% | -9.9% |
| 6M | -19.8% | -5.6% | -14.2% | -18.4% |
| All | -19.8% | -3.3% | -16.5% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling