+402.5%
GME vs TMF
-69.2%
+471.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | +3.7% | +1.2% | +2.5% | +3.8% |
| 30D | +2.2% | +19.7% | -17.5% | +4.0% |
| 3M | +30.6% | -2.1% | +32.7% | +30.5% |
| 6M | -0.2% | -13.4% | +13.2% | -1.4% |
| YTD | +25.1% | -16.7% | +41.8% | +23.1% |
| 1Y | +17.7% | -23.3% | +41.0% | +14.8% |
| 3Y | +85.7% | -24.8% | +110.5% | +82.7% |
| 5Y | -52.9% | -88.0% | +35.2% | -66.1% |
| 10Y | +504.9% | -84.7% | +589.6% | +404.8% |
| All | +402.5% | -69.2% | +471.6% | +448.8% |
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