+9.3%
TSN vs GME
+11.4%
-2.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.0% |
| 7D | -7.3% | +4.8% | -12.1% | -7.3% |
| 30D | -8.6% | +5.9% | -14.5% | -8.6% |
| 3M | -7.5% | -10.7% | +3.2% | -7.5% |
| 6M | -14.1% | -19.8% | +5.7% | -14.1% |
| YTD | -9.4% | -0.9% | -8.5% | -9.5% |
| 1Y | -4.1% | -15.7% | +11.6% | -4.1% |
| All | +9.3% | +11.4% | -2.2% | +4.5% |
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