+397.0%
TSM vs GME
+0.2%
+396.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | +2.7% | +7.2% | -4.5% | +2.4% |
| 30D | +3.6% | +0.8% | +2.8% | +3.6% |
| 3M | -3.4% | -14.0% | +10.6% | -2.8% |
| 6M | +20.6% | -19.7% | +40.3% | +21.5% |
| YTD | +41.9% | -4.6% | +46.5% | +42.0% |
| 1Y | +84.4% | -14.3% | +98.7% | +85.2% |
| All | +397.0% | +0.2% | +396.8% | +395.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling