+364.1%
TTD vs GME
+266.3%
+97.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.5% |
| 7D | -7.4% | +6.0% | -13.5% | -7.8% |
| 30D | +3.0% | +8.3% | -5.3% | +2.4% |
| 3M | -27.6% | -9.1% | -18.5% | -27.1% |
| 6M | -49.5% | -16.3% | -33.2% | -48.9% |
| YTD | -63.2% | +1.5% | -64.7% | -63.3% |
| 1Y | -69.7% | -16.3% | -53.4% | -69.4% |
| 3Y | -83.3% | +15.1% | -98.5% | -84.9% |
| 5Y | -80.8% | -57.2% | -23.6% | -82.0% |
| All | +364.1% | +266.3% | +97.8% | +160.2% |
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