+19.0%
TMO vs GME
-17.1%
+36.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.3% | -4.9% | -0.1% |
| 7D | -0.5% | +4.8% | -5.3% | -0.9% |
| 30D | +1.0% | +5.9% | -4.9% | +0.5% |
| 3M | +22.7% | -10.7% | +33.4% | +24.2% |
| 6M | +19.0% | -19.8% | +38.8% | +22.9% |
| All | +19.0% | -17.1% | +36.1% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling