+239.5%
GME vs TMF
-86.8%
+326.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +0.4% | +1.0% | -0.6% | +0.5% |
| 30D | -1.4% | -1.8% | +0.4% | -1.5% |
| 3M | -15.1% | -8.2% | -6.9% | -15.4% |
| 6M | -22.5% | -19.5% | -3.0% | -23.1% |
| YTD | -5.9% | -16.0% | +10.0% | -6.4% |
| 1Y | -18.6% | -22.5% | +3.8% | -19.3% |
| 3Y | +6.7% | -42.3% | +48.9% | +3.2% |
| 5Y | -62.0% | -87.7% | +25.7% | -73.1% |
| 10Y | +239.5% | -86.5% | +326.0% | +185.1% |
| All | +239.5% | -86.8% | +326.3% | +185.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling