+0.9%
TEL vs GME
-11.9%
+12.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.2% |
| 7D | +1.6% | +10.4% | -8.8% | +0.6% |
| 30D | -0.7% | +14.1% | -14.7% | -2.0% |
| 3M | +2.4% | -4.6% | +7.1% | +2.5% |
| 6M | +4.1% | -13.5% | +17.7% | +4.6% |
| YTD | -5.8% | +5.3% | -11.2% | -8.8% |
| 1Y | +0.9% | -14.9% | +15.8% | +0.4% |
| All | +0.9% | -11.9% | +12.8% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling