+102.5%
TNA vs GME
+14.2%
+88.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.4% |
| 7D | -7.6% | +6.0% | -13.6% | -8.4% |
| 30D | -13.6% | +8.3% | -22.0% | -14.6% |
| 3M | +2.8% | -9.1% | +11.9% | +3.8% |
| 6M | +34.5% | -16.3% | +50.8% | +37.2% |
| YTD | +41.0% | +1.5% | +39.5% | +40.2% |
| 1Y | +52.0% | -16.3% | +68.3% | +54.8% |
| All | +102.5% | +14.2% | +88.2% | +79.8% |
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