+323.5%
TSM vs GME
+98.5%
+225.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.0% |
| 7D | -2.1% | +4.8% | -6.8% | -2.2% |
| 30D | -12.5% | -4.3% | -8.3% | -12.4% |
| 3M | -5.0% | +35.3% | -40.3% | -6.2% |
| 6M | -3.2% | +4.7% | -7.9% | -3.5% |
| YTD | +31.5% | +26.6% | +4.9% | +30.1% |
| 1Y | +35.7% | +18.3% | +17.4% | +34.5% |
| 3Y | +323.5% | +102.8% | +220.7% | +296.0% |
| All | +323.5% | +98.5% | +225.0% | +296.0% |
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