+1,075.8%
GME vs TKO
+3,333.7%
-2,257.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +5.9% |
| 7D | +4.8% | +0.7% | +4.2% | +4.5% |
| 30D | +5.9% | +0.9% | +5.0% | +5.3% |
| 3M | -10.7% | -6.2% | -4.6% | -9.6% |
| 6M | -19.8% | -5.6% | -14.2% | -19.2% |
| YTD | -0.9% | -7.8% | +6.9% | 0.0% |
| 1Y | -15.7% | -1.2% | -14.5% | -16.7% |
| 3Y | +12.3% | +106.5% | -94.2% | -12.8% |
| 5Y | -60.1% | +310.4% | -370.4% | -75.0% |
| 10Y | +265.3% | +987.5% | -722.2% | +73.6% |
| All | +1,075.8% | +3,333.7% | -2,257.9% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling