+1,815.4%
TSM vs GME
+255.4%
+1,560.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -1.0% |
| 7D | +4.8% | +4.8% | -0.1% | +4.6% |
| 30D | +4.0% | +5.9% | -1.8% | +3.9% |
| 3M | +2.0% | -10.7% | +12.7% | +2.3% |
| 6M | +25.5% | -19.8% | +45.3% | +26.2% |
| YTD | +44.0% | -0.9% | +44.9% | +43.9% |
| 1Y | +75.4% | -15.7% | +91.1% | +76.0% |
| 3Y | +406.7% | +12.3% | +394.4% | +389.7% |
| 5Y | +285.0% | -60.1% | +345.0% | +274.4% |
| 10Y | +1,815.4% | +265.3% | +1,550.1% | +1,371.3% |
| All | +1,815.4% | +255.4% | +1,560.0% | +1,371.3% |
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