+1.4%
GME vs TMF
-41.6%
+43.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +7.2% | -1.4% | +8.7% | +7.6% |
| 30D | +0.8% | -2.8% | +3.6% | +1.5% |
| 3M | -14.0% | -10.9% | -3.1% | -11.3% |
| 6M | -19.7% | -21.3% | +1.6% | -14.2% |
| YTD | -4.6% | -15.9% | +11.3% | -0.3% |
| 1Y | -14.3% | -15.7% | +1.4% | -11.0% |
| All | +1.4% | -41.6% | +43.1% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling