+181.2%
TSCO vs GME
+285.6%
-104.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.6% |
| 7D | -5.7% | +10.4% | -16.0% | -5.9% |
| 30D | -8.8% | +14.1% | -22.8% | -9.1% |
| 3M | +6.3% | -4.6% | +11.0% | +6.4% |
| 6M | -32.3% | -13.5% | -18.7% | -32.1% |
| YTD | -32.7% | +5.3% | -38.0% | -32.9% |
| 1Y | -43.7% | -14.9% | -28.8% | -43.5% |
| 3Y | -19.7% | +24.3% | -43.9% | -23.0% |
| 5Y | -11.6% | -55.6% | +44.0% | -14.5% |
| All | +181.2% | +285.6% | -104.4% | +95.7% |
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 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