+4,623.2%
TT vs GME
+1,082.6%
+3,540.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | 0.0% | +7.2% | -7.2% | -0.4% |
| 30D | -7.2% | +0.8% | -7.9% | -7.2% |
| 3M | -3.0% | -14.0% | +11.0% | -2.2% |
| 6M | +1.4% | -19.7% | +21.1% | +2.5% |
| YTD | +15.9% | -4.6% | +20.5% | +15.8% |
| 1Y | +9.4% | -14.3% | +23.8% | +9.9% |
| 3Y | +124.4% | +4.0% | +120.4% | +104.5% |
| 5Y | +138.0% | -62.2% | +200.2% | +122.4% |
| 10Y | +886.4% | +241.4% | +645.0% | +292.5% |
| All | +4,623.2% | +1,082.6% | +3,540.6% | +1,169.7% |
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 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