+7,143.3%
TSM vs GME
+1,082.6%
+6,060.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | +2.7% | +7.2% | -4.5% | +2.2% |
| 30D | +3.6% | +0.8% | +2.8% | +3.5% |
| 3M | -3.4% | -14.0% | +10.6% | -2.4% |
| 6M | +20.6% | -19.7% | +40.3% | +22.2% |
| YTD | +41.9% | -4.6% | +46.5% | +41.9% |
| 1Y | +84.4% | -14.3% | +98.7% | +85.7% |
| 3Y | +380.2% | +4.0% | +376.2% | +336.7% |
| 5Y | +275.3% | -62.2% | +337.5% | +251.4% |
| 10Y | +1,751.4% | +241.4% | +1,510.0% | +638.9% |
| All | +7,143.3% | +1,082.6% | +6,060.7% | +1,472.1% |
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