+734.7%
TT vs GME
+483.4%
+251.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.8% | +4.8% | -4.0% | +0.7% |
| 30D | -11.8% | -4.3% | -7.5% | -11.7% |
| 3M | -11.6% | +35.3% | -46.9% | -12.1% |
| 6M | -9.3% | +4.7% | -14.0% | -9.4% |
| YTD | +8.9% | +26.6% | -17.8% | +8.3% |
| 1Y | -2.2% | +18.3% | -20.6% | -2.7% |
| 3Y | +91.9% | +102.8% | -10.9% | +85.3% |
| 5Y | +136.0% | -48.9% | +184.9% | +130.5% |
| 10Y | +734.7% | +480.5% | +254.3% | +498.1% |
| All | +734.7% | +483.4% | +251.3% | +498.1% |
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