+52.1%
TEL vs GME
-58.9%
+111.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | -2.3% | +6.0% | -8.3% | -2.6% |
| 30D | -6.1% | +8.3% | -14.4% | -6.5% |
| 3M | +1.7% | -9.1% | +10.8% | +2.2% |
| 6M | +1.6% | -16.3% | +17.9% | +2.4% |
| YTD | -9.1% | +1.5% | -10.6% | -9.4% |
| 1Y | -1.7% | -16.3% | +14.7% | -1.0% |
| 3Y | +67.3% | +15.1% | +52.2% | +50.3% |
| 5Y | +52.1% | -57.2% | +109.3% | +42.2% |
| All | +52.1% | -58.9% | +111.0% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling