-69.7%
TTD vs GME
-19.1%
-50.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.1% |
| 7D | -7.4% | +6.0% | -13.5% | -8.7% |
| 30D | +3.0% | +8.3% | -5.3% | +1.1% |
| 3M | -27.6% | -9.1% | -18.5% | -26.4% |
| 6M | -49.5% | -16.3% | -33.2% | -48.0% |
| YTD | -63.2% | +1.5% | -64.7% | -63.3% |
| 1Y | -69.7% | -16.3% | -53.4% | -68.9% |
| All | -69.7% | -19.1% | -50.6% | -68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling