-7.7%
TSN vs GME
+271.8%
-279.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.3% |
| 7D | +1.4% | +6.0% | -4.7% | +1.2% |
| 30D | -6.2% | +8.3% | -14.5% | -6.3% |
| 3M | -5.7% | -9.1% | +3.4% | -5.5% |
| 6M | -11.4% | -16.3% | +5.0% | -11.2% |
| YTD | -8.2% | +1.5% | -9.7% | -8.3% |
| 1Y | -2.0% | -16.3% | +14.3% | -1.9% |
| 3Y | +11.9% | +15.1% | -3.3% | +8.5% |
| 5Y | -17.8% | -57.2% | +39.4% | -19.8% |
| All | -7.7% | +271.8% | -279.5% | -36.1% |
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 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