+1,403.3%
GME vs TXT
+391.0%
+1,012.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | +4.8% | -1.1% | +5.8% | +5.1% |
| 30D | -4.3% | +17.1% | -21.3% | -9.4% |
| 3M | +35.3% | -2.6% | +38.0% | +35.8% |
| 6M | +4.7% | -4.6% | +9.3% | +5.2% |
| YTD | +26.6% | -0.3% | +27.0% | +24.6% |
| 1Y | +18.3% | +5.9% | +12.4% | +14.0% |
| 3Y | +102.8% | +14.4% | +88.4% | +86.0% |
| 5Y | -48.9% | +15.9% | -64.8% | -52.5% |
| 10Y | +480.5% | +99.6% | +380.9% | +322.5% |
| All | +1,403.3% | +391.0% | +1,012.3% | +543.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling