-80.6%
TTD vs GME
-62.6%
-18.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | +1.6% | -1.4% | +3.0% | +1.9% |
| 3M | -27.8% | -15.1% | -12.7% | -25.9% |
| 6M | -52.1% | -22.5% | -29.6% | -50.2% |
| YTD | -63.1% | -5.9% | -57.1% | -62.9% |
| 1Y | -73.1% | -18.6% | -54.4% | -72.4% |
| 3Y | -83.3% | +6.7% | -90.0% | -88.4% |
| 5Y | -80.6% | -62.0% | -18.6% | -83.9% |
| All | -80.6% | -62.6% | -18.0% | -83.9% |
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