-50.6%
GME vs TMF
-88.6%
+38.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +2.9% | -9.3% | +12.2% | +4.6% |
| 30D | -4.8% | +1.9% | -6.7% | -5.2% |
| 3M | +39.2% | -11.2% | +50.4% | +41.7% |
| 6M | +17.1% | -17.7% | +34.8% | +20.6% |
| YTD | +28.7% | -24.5% | +53.2% | +34.5% |
| 1Y | +23.3% | -29.4% | +52.8% | +30.3% |
| 3Y | +112.9% | -33.4% | +146.4% | +126.0% |
| All | -50.6% | -88.6% | +38.0% | -50.6% |
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