+4,334.9%
TT vs GME
+1,479.5%
+2,855.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.6% |
| 7D | +1.7% | +5.8% | -4.0% | +1.4% |
| 30D | -11.8% | -3.7% | -8.2% | -11.7% |
| 3M | -12.6% | +33.6% | -46.2% | -14.2% |
| 6M | -9.4% | +5.4% | -14.8% | -9.9% |
| YTD | +8.8% | +27.4% | -18.6% | +6.7% |
| 1Y | -2.5% | +19.0% | -21.5% | -4.1% |
| 3Y | +95.7% | +101.5% | -5.8% | +70.7% |
| 5Y | +135.7% | -50.5% | +186.2% | +116.8% |
| 10Y | +750.6% | +493.3% | +257.3% | +209.9% |
| All | +4,334.9% | +1,479.5% | +2,855.4% | +1,069.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling