+1,414.5%
GME vs TXT
+376.8%
+1,037.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.9% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | -5.9% | +13.3% | -19.1% | -10.0% |
| 3M | +38.2% | -5.1% | +43.3% | +39.8% |
| 6M | +14.5% | -7.1% | +21.7% | +16.1% |
| YTD | +27.6% | -3.2% | +30.8% | +26.7% |
| 1Y | +19.9% | +2.3% | +17.6% | +16.9% |
| 3Y | +104.3% | +11.1% | +93.2% | +89.2% |
| 5Y | -49.3% | +10.0% | -59.3% | -52.0% |
| 10Y | +473.0% | +91.1% | +381.9% | +322.9% |
| All | +1,414.5% | +376.8% | +1,037.7% | +554.2% |
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