+1,239.7%
TNA vs GME
+434.7%
+805.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.4% | -5.2% |
| 7D | -3.6% | +4.8% | -8.5% | -4.5% |
| 30D | -10.1% | +5.9% | -15.9% | -11.1% |
| 3M | +2.7% | -10.7% | +13.4% | +4.5% |
| 6M | +38.4% | -19.8% | +58.2% | +43.5% |
| YTD | +45.4% | -0.9% | +46.4% | +44.7% |
| 1Y | +55.9% | -15.7% | +71.6% | +59.8% |
| 3Y | +109.8% | +12.3% | +97.5% | +61.6% |
| 5Y | -22.5% | -60.1% | +37.5% | -31.2% |
| 10Y | +87.5% | +265.3% | -177.8% | -81.8% |
| All | +1,239.7% | +434.7% | +805.0% | -45.7% |
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