-33.4%
GME vs TPG
+71.4%
-104.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.6% | +4.1% |
| 7D | +6.0% | -11.8% | +17.9% | +11.3% |
| 30D | +8.3% | -6.3% | +14.6% | +10.5% |
| 3M | -9.1% | +13.6% | -22.6% | -15.2% |
| 6M | -16.3% | +13.8% | -30.2% | -22.9% |
| YTD | +1.5% | -23.7% | +25.3% | +11.2% |
| 1Y | -16.3% | -18.2% | +1.8% | -12.5% |
| 3Y | +15.1% | +80.1% | -65.0% | -27.8% |
| All | -33.4% | +71.4% | -104.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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