+1,032.6%
GME vs TXT
+347.0%
+685.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +7.2% | -4.8% | +12.0% | +8.9% |
| 30D | +0.8% | -10.6% | +11.4% | +4.5% |
| 3M | -14.0% | -13.2% | -0.8% | -10.4% |
| 6M | -19.7% | -20.3% | +0.6% | -14.2% |
| YTD | -4.6% | -9.3% | +4.7% | -2.8% |
| 1Y | -14.3% | -2.7% | -11.7% | -14.9% |
| 3Y | +4.0% | +1.4% | +2.6% | -0.2% |
| 5Y | -62.2% | +9.6% | -71.8% | -64.0% |
| 10Y | +241.4% | +94.9% | +146.5% | +151.9% |
| All | +1,032.6% | +347.0% | +685.6% | +402.0% |
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