+11.6%
TSN vs GME
+475.1%
-463.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.4% | +2.9% | -4.3% | -1.5% |
| 30D | +8.5% | -4.8% | +13.3% | +8.6% |
| 3M | +5.3% | +39.2% | -33.9% | +4.7% |
| 6M | -10.5% | +17.1% | -27.6% | -10.8% |
| YTD | +3.0% | +28.7% | -25.8% | +2.4% |
| 1Y | +12.1% | +23.3% | -11.2% | +11.6% |
| 3Y | +43.1% | +112.9% | -69.8% | +37.2% |
| 5Y | -15.1% | -48.8% | +33.7% | -17.4% |
| All | +11.6% | +475.1% | -463.5% | -26.0% |
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 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