+493.3%
GME vs TMF
-83.0%
+576.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +5.8% | +0.6% | +5.2% | +5.8% |
| 30D | -3.7% | +16.3% | -20.0% | -3.2% |
| 3M | +33.6% | -2.7% | +36.2% | +33.5% |
| 6M | +5.4% | -13.2% | +18.6% | +5.0% |
| YTD | +27.4% | -16.7% | +44.1% | +26.8% |
| 1Y | +19.0% | -22.7% | +41.7% | +18.0% |
| 3Y | +101.5% | -26.1% | +127.6% | +101.7% |
| 5Y | -50.5% | -88.4% | +38.0% | -65.8% |
| 10Y | +493.3% | -81.8% | +575.2% | +405.9% |
| All | +493.3% | -83.0% | +576.4% | +405.9% |
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 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