+526.8%
TSN vs GME
+1,082.6%
-555.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -6.3% | +7.2% | -13.5% | -6.6% |
| 30D | -10.8% | +0.8% | -11.6% | -10.9% |
| 3M | -8.8% | -14.0% | +5.2% | -8.2% |
| 6M | -16.8% | -19.7% | +2.9% | -16.1% |
| YTD | -10.0% | -4.6% | -5.4% | -10.1% |
| 1Y | -5.3% | -14.3% | +9.1% | -4.9% |
| 3Y | +8.5% | +4.0% | +4.5% | +0.3% |
| 5Y | -22.9% | -62.2% | +39.3% | -27.5% |
| 10Y | -12.6% | +241.4% | -254.0% | -58.7% |
| All | +526.8% | +1,082.6% | -555.8% | +115.4% |
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