+2.9%
TT vs GME
+20.4%
-17.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +8.1% | +6.0% | +2.1% | +8.3% |
| 30D | -11.3% | -5.9% | -5.4% | -11.5% |
| 3M | -11.2% | +38.2% | -49.4% | -9.7% |
| 6M | -8.9% | +14.5% | -23.4% | -8.0% |
| YTD | +9.7% | +27.6% | -17.9% | +9.6% |
| All | +2.9% | +20.4% | -17.5% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling