+283.3%
GME vs TMF
-68.9%
+352.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.3% |
| 7D | +7.2% | -1.4% | +8.7% | +7.1% |
| 30D | +0.8% | -2.8% | +3.6% | +0.5% |
| 3M | -14.0% | -10.9% | -3.1% | -14.9% |
| 6M | -19.7% | -21.3% | +1.6% | -21.6% |
| YTD | -4.6% | -15.9% | +11.3% | -6.1% |
| 1Y | -14.3% | -15.7% | +1.4% | -15.6% |
| 3Y | +4.0% | -43.4% | +47.4% | -2.1% |
| 5Y | -62.2% | -87.8% | +25.6% | -72.6% |
| 10Y | +241.4% | -86.7% | +328.1% | +177.9% |
| All | +283.3% | -68.9% | +352.1% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling