+45.9%
TEM vs GME
-30.2%
+76.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.7% | -5.2% |
| 7D | -9.2% | +6.0% | -15.2% | -11.5% |
| 30D | +5.5% | +8.3% | -2.9% | +2.0% |
| 3M | +18.7% | -9.1% | +27.8% | +22.7% |
| 6M | +15.4% | -16.3% | +31.7% | +22.9% |
| YTD | -0.5% | +1.5% | -2.1% | -2.6% |
| 1Y | -24.8% | -16.3% | -8.5% | -20.7% |
| All | +45.9% | -30.2% | +76.2% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling