+3,432.2%
TJX vs GME
+1,158.5%
+2,273.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | -4.4% | +6.0% | -10.4% | -4.7% |
| 30D | -18.6% | +8.3% | -26.9% | -19.0% |
| 3M | -24.4% | -9.1% | -15.3% | -24.0% |
| 6M | -20.2% | -16.3% | -3.9% | -19.6% |
| YTD | -16.9% | +1.5% | -18.5% | -17.2% |
| 1Y | -8.5% | -16.3% | +7.8% | -8.0% |
| 3Y | +43.7% | +15.1% | +28.6% | +31.5% |
| 5Y | +97.3% | -57.2% | +154.5% | +84.3% |
| 10Y | +289.0% | +274.5% | +14.5% | +73.7% |
| All | +3,432.2% | +1,158.5% | +2,273.7% | +1,050.7% |
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 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