+249.1%
TFC vs GME
+1,469.6%
-1,220.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +1.7% | +4.8% | -3.1% | +1.4% |
| 30D | +9.0% | -4.3% | +13.3% | +9.3% |
| 3M | -2.1% | +35.3% | -37.5% | -4.4% |
| 6M | +3.4% | +4.7% | -1.4% | +2.7% |
| YTD | +5.3% | +26.6% | -21.4% | +3.0% |
| 1Y | +16.2% | +18.3% | -2.2% | +14.2% |
| 3Y | +94.8% | +102.8% | -8.0% | +66.6% |
| 5Y | -0.7% | -48.9% | +48.3% | -9.9% |
| 10Y | +80.9% | +480.5% | -399.6% | -38.3% |
| All | +249.1% | +1,469.6% | -1,220.5% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling