+14.5%
TFC vs GME
-55.8%
+70.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -1.1% |
| 7D | -1.3% | +4.8% | -6.1% | -1.6% |
| 30D | -2.3% | +5.9% | -8.2% | -2.7% |
| 3M | +2.5% | -10.7% | +13.2% | +3.0% |
| 6M | +9.5% | -19.8% | +29.3% | +10.6% |
| YTD | +5.1% | -0.9% | +6.0% | +4.9% |
| 1Y | +15.5% | -15.7% | +31.2% | +16.1% |
| 3Y | +95.2% | +12.3% | +82.9% | +76.1% |
| 5Y | +14.5% | -60.1% | +74.5% | +10.2% |
| All | +14.5% | -55.8% | +70.3% | +10.2% |
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