+75.4%
TSM vs GME
-13.9%
+89.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.1% | -1.6% |
| 7D | +4.8% | +4.8% | -0.1% | +4.0% |
| 30D | +4.0% | +5.9% | -1.8% | +3.1% |
| 3M | +2.0% | -10.7% | +12.7% | +3.4% |
| 6M | +25.5% | -19.8% | +45.3% | +28.8% |
| YTD | +44.0% | -0.9% | +44.9% | +42.1% |
| 1Y | +75.4% | -15.7% | +91.1% | +80.4% |
| All | +75.4% | -13.9% | +89.3% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling