+145.0%
TT vs GME
-62.6%
+207.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +1.6% | +0.4% | +1.1% | +1.6% |
| 30D | -7.3% | -1.4% | -5.9% | -7.3% |
| 3M | -2.6% | -15.1% | +12.6% | -2.1% |
| 6M | +5.9% | -22.5% | +28.4% | +6.7% |
| YTD | +15.4% | -5.9% | +21.3% | +15.4% |
| 1Y | +8.2% | -18.6% | +26.9% | +8.8% |
| 3Y | +122.7% | +6.7% | +116.0% | +107.7% |
| 5Y | +145.0% | -62.0% | +207.0% | +130.2% |
| All | +145.0% | -62.6% | +207.5% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling