+19.6%
TMO vs GME
+18.5%
+1.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.0% |
| 7D | -0.6% | +10.4% | -11.0% | -0.8% |
| 30D | +1.1% | +14.1% | -12.9% | +0.9% |
| 3M | +28.3% | -4.6% | +33.0% | +28.4% |
| 6M | +23.3% | -13.5% | +36.8% | +23.5% |
| YTD | +5.5% | +5.3% | +0.1% | +5.4% |
| 1Y | +24.5% | -14.9% | +39.4% | +24.8% |
| 3Y | +19.6% | +24.3% | -4.7% | +17.9% |
| All | +19.6% | +18.5% | +1.1% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling