+9,002.7%
TSCO vs GME
+1,127.7%
+7,875.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.3% | -8.9% | -4.0% |
| 7D | -2.5% | +4.8% | -7.3% | -2.8% |
| 30D | -1.1% | +5.9% | -7.0% | -1.5% |
| 3M | +14.3% | -10.7% | +25.0% | +14.9% |
| 6M | -31.9% | -19.8% | -12.1% | -31.1% |
| YTD | -30.7% | -0.9% | -29.7% | -30.8% |
| 1Y | -41.1% | -15.7% | -25.4% | -40.7% |
| 3Y | -17.1% | +12.3% | -29.5% | -25.2% |
| 5Y | -7.5% | -60.1% | +52.5% | -14.2% |
| 10Y | +192.6% | +265.3% | -72.7% | +20.3% |
| All | +9,002.7% | +1,127.7% | +7,875.1% | +2,263.5% |
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