-82.5%
TTD vs GME
-48.9%
-33.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.2% | +3.6% |
| 7D | +20.8% | +1.6% | +19.2% | +20.5% |
| 30D | +33.8% | -6.2% | +40.0% | +35.3% |
| 3M | +17.8% | +35.8% | -17.9% | +11.9% |
| 6M | -25.7% | +10.3% | -36.0% | -27.2% |
| YTD | -57.9% | +27.2% | -85.1% | -59.8% |
| 1Y | -63.8% | +19.1% | -83.0% | -65.2% |
| 3Y | -75.0% | +103.7% | -178.8% | -85.2% |
| 5Y | -82.5% | -50.0% | -32.6% | -85.9% |
| All | -82.5% | -48.9% | -33.6% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling