+309.3%
TEL vs GME
+285.6%
+23.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.5% |
| 7D | +1.6% | +10.4% | -8.8% | +1.3% |
| 30D | -0.7% | +14.1% | -14.7% | -1.1% |
| 3M | +2.4% | -4.6% | +7.1% | +2.5% |
| 6M | +4.1% | -13.5% | +17.7% | +4.5% |
| YTD | -5.8% | +5.3% | -11.2% | -6.1% |
| 1Y | +0.9% | -14.9% | +15.8% | +1.2% |
| 3Y | +72.6% | +24.3% | +48.3% | +64.8% |
| 5Y | +57.5% | -55.6% | +113.1% | +52.2% |
| All | +309.3% | +285.6% | +23.7% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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