+75.7%
TFC vs GME
+475.1%
-399.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.2% |
| 7D | +2.3% | +2.9% | -0.6% | +2.2% |
| 30D | +10.8% | -4.8% | +15.6% | +11.0% |
| 3M | -3.8% | +39.2% | -43.0% | -5.0% |
| 6M | +9.6% | +17.1% | -7.5% | +8.8% |
| YTD | +5.8% | +28.7% | -23.0% | +4.6% |
| 1Y | +16.2% | +23.3% | -7.2% | +15.0% |
| 3Y | +96.0% | +112.9% | -17.0% | +81.8% |
| 5Y | +1.7% | -48.8% | +50.5% | -3.0% |
| All | +75.7% | +475.1% | -399.4% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling