+77.9%
TEM vs GME
-11.6%
+89.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -6.0% |
| 7D | -5.9% | +2.9% | -8.8% | -6.9% |
| 30D | +4.8% | -4.8% | +9.6% | +7.1% |
| 3M | +31.9% | +39.2% | -7.3% | +15.2% |
| 6M | +56.0% | +17.1% | +38.9% | +45.5% |
| YTD | +21.3% | +28.7% | -7.5% | +7.8% |
| 1Y | +5.4% | +23.3% | -17.9% | -4.9% |
| All | +77.9% | -11.6% | +89.5% | +77.4% |
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 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