+2,952.1%
TMO vs GME
+1,205.5%
+1,746.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.9% |
| 7D | -0.6% | +10.4% | -11.0% | -1.1% |
| 30D | +1.1% | +14.1% | -12.9% | +0.5% |
| 3M | +28.3% | -4.6% | +33.0% | +28.5% |
| 6M | +23.3% | -13.5% | +36.8% | +23.9% |
| YTD | +5.5% | +5.3% | +0.1% | +5.0% |
| 1Y | +24.5% | -14.9% | +39.4% | +25.1% |
| 3Y | +19.6% | +24.3% | -4.7% | +11.4% |
| 5Y | +8.1% | -55.6% | +63.7% | +2.5% |
| 10Y | +336.7% | +288.5% | +48.3% | +131.6% |
| All | +2,952.1% | +1,205.5% | +1,746.7% | +1,027.7% |
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