+123.0%
TT vs GME
+0.2%
+122.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | 0.0% | +7.2% | -7.2% | -0.1% |
| 30D | -7.2% | +0.8% | -7.9% | -7.2% |
| 3M | -3.0% | -14.0% | +11.0% | -2.9% |
| 6M | +1.4% | -19.7% | +21.1% | +1.5% |
| YTD | +15.9% | -4.6% | +20.5% | +15.8% |
| 1Y | +9.4% | -14.3% | +23.8% | +9.5% |
| All | +123.0% | +0.2% | +122.8% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling