+14.4%
GME vs TMF
-23.9%
+38.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +3.3% |
| 7D | +7.8% | +4.0% | +3.8% | +7.2% |
| 30D | -0.4% | +19.5% | -19.8% | -2.8% |
| 3M | +30.9% | -3.5% | +34.4% | +31.7% |
| 6M | +5.5% | -10.6% | +16.0% | +8.0% |
| YTD | +25.2% | -17.1% | +42.3% | +29.6% |
| 1Y | +14.4% | -24.3% | +38.6% | +17.9% |
| All | +14.4% | -23.9% | +38.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling