+508.5%
TTD vs GME
+475.1%
+33.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +21.3% | +2.9% | +18.4% | +21.0% |
| 30D | +28.7% | -4.8% | +33.5% | +29.2% |
| 3M | +7.7% | +39.2% | -31.5% | +5.2% |
| 6M | -23.5% | +17.1% | -40.5% | -24.4% |
| YTD | -58.7% | +28.7% | -87.4% | -59.5% |
| 1Y | -63.4% | +23.3% | -86.8% | -64.1% |
| 3Y | -75.3% | +112.9% | -188.2% | -78.5% |
| 5Y | -84.4% | -48.8% | -35.5% | -85.6% |
| All | +508.5% | +475.1% | +33.4% | +187.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling