+52.2%
TEM vs GME
-32.0%
+84.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.3% | -10.0% | -6.8% |
| 7D | -1.1% | +4.8% | -5.9% | -3.1% |
| 30D | +11.3% | +5.9% | +5.4% | +8.7% |
| 3M | +25.5% | -10.7% | +36.2% | +30.7% |
| 6M | +17.1% | -19.8% | +36.9% | +26.9% |
| YTD | +3.8% | -0.9% | +4.7% | +2.7% |
| 1Y | -24.4% | -15.7% | -8.7% | -20.4% |
| All | +52.2% | -32.0% | +84.2% | +69.0% |
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