+76.5%
TNA vs GME
+285.6%
-209.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +0.6% |
| 7D | -7.3% | +10.4% | -17.7% | -8.6% |
| 30D | -14.2% | +14.1% | -28.2% | -15.8% |
| 3M | -4.6% | -4.6% | +0.1% | -4.2% |
| 6M | +36.9% | -13.5% | +50.5% | +39.1% |
| YTD | +42.5% | +5.3% | +37.2% | +40.9% |
| 1Y | +45.8% | -14.9% | +60.7% | +48.2% |
| 3Y | +104.7% | +24.3% | +80.4% | +70.3% |
| 5Y | -21.7% | -55.6% | +33.9% | -28.4% |
| All | +76.5% | +285.6% | -209.1% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling