+500.3%
TTD vs GME
+470.0%
+30.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +20.8% | +6.0% | +14.8% | +20.3% |
| 30D | +27.1% | -5.9% | +33.0% | +27.7% |
| 3M | +14.7% | +38.2% | -23.5% | +12.0% |
| 6M | -26.8% | +14.5% | -41.3% | -27.6% |
| YTD | -59.2% | +27.6% | -86.8% | -60.0% |
| 1Y | -64.7% | +19.9% | -84.6% | -65.2% |
| 3Y | -75.8% | +104.3% | -180.1% | -78.9% |
| 5Y | -84.6% | -49.3% | -35.3% | -85.7% |
| All | +500.3% | +470.0% | +30.4% | +183.5% |
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