-54.0%
GME vs TMF
-88.0%
+33.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +3.7% | +1.2% | +2.5% | +3.5% |
| 30D | +2.2% | +19.7% | -17.5% | -1.0% |
| 3M | +30.6% | -2.1% | +32.7% | +30.8% |
| 6M | -0.2% | -13.4% | +13.2% | +2.0% |
| YTD | +25.1% | -16.7% | +41.8% | +28.5% |
| 1Y | +17.7% | -23.3% | +41.0% | +22.6% |
| 3Y | +85.7% | -24.8% | +110.5% | +93.3% |
| All | -54.0% | -88.0% | +33.9% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling