+379.4%
TTD vs GME
+244.2%
+135.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | +6.3% | +7.2% | -0.9% | +5.8% |
| 30D | -23.9% | +0.8% | -24.7% | -23.9% |
| 3M | -31.4% | -14.0% | -17.4% | -30.7% |
| 6M | -42.7% | -19.7% | -22.9% | -41.9% |
| YTD | -62.0% | -4.6% | -57.4% | -61.9% |
| 1Y | -72.2% | -14.3% | -57.9% | -72.0% |
| 3Y | -81.9% | +4.0% | -86.0% | -83.5% |
| 5Y | -81.5% | -62.2% | -19.3% | -82.6% |
| All | +379.4% | +244.2% | +135.2% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling