+276.4%
GME vs TXT
+103.1%
+173.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +8.3% | -10.2% | +18.6% | +13.0% |
| 3M | -9.1% | -13.3% | +4.2% | -4.4% |
| 6M | -16.3% | -14.4% | -2.0% | -11.9% |
| YTD | +1.5% | -9.1% | +10.6% | +3.6% |
| 1Y | -16.3% | -2.2% | -14.2% | -17.5% |
| 3Y | +15.1% | +5.1% | +10.1% | +6.5% |
| 5Y | -57.2% | +12.8% | -70.0% | -61.0% |
| All | +276.4% | +103.1% | +173.4% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling