+736.3%
TT vs GME
+475.1%
+261.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +4.0% | +2.9% | +1.1% | +4.0% |
| 30D | -11.3% | -4.8% | -6.5% | -11.2% |
| 3M | -12.3% | +39.2% | -51.5% | -12.8% |
| 6M | -10.8% | +17.1% | -27.9% | -11.2% |
| YTD | +8.2% | +28.7% | -20.6% | +7.5% |
| 1Y | +1.5% | +23.3% | -21.9% | +1.0% |
| 3Y | +91.5% | +112.9% | -21.5% | +84.7% |
| 5Y | +130.2% | -48.8% | +179.0% | +124.8% |
| All | +736.3% | +475.1% | +261.2% | +500.8% |
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