+957.3%
TT vs GME
+255.4%
+701.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -0.5% |
| 7D | +1.4% | +4.8% | -3.4% | +1.3% |
| 30D | -6.7% | +5.9% | -12.5% | -6.8% |
| 3M | -5.4% | -10.7% | +5.3% | -5.3% |
| 6M | +4.4% | -19.8% | +24.2% | +4.7% |
| YTD | +14.9% | -0.9% | +15.9% | +14.8% |
| 1Y | +9.3% | -15.7% | +24.9% | +9.4% |
| 3Y | +121.7% | +12.3% | +109.4% | +116.4% |
| 5Y | +148.2% | -60.1% | +208.2% | +143.3% |
| 10Y | +957.3% | +265.3% | +691.9% | +701.8% |
| All | +957.3% | +255.4% | +701.9% | +701.8% |
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