+1,124.0%
TTMI vs GME
+285.6%
+838.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.4% | +3.2% |
| 7D | +0.7% | +10.4% | -9.7% | +0.3% |
| 30D | -8.4% | +14.1% | -22.5% | -8.9% |
| 3M | -32.5% | -4.6% | -27.8% | -32.4% |
| 6M | +32.5% | -13.5% | +46.0% | +33.1% |
| YTD | +83.2% | +5.3% | +77.9% | +82.5% |
| 1Y | +161.7% | -14.9% | +176.6% | +162.8% |
| 3Y | +890.1% | +24.3% | +865.9% | +834.3% |
| 5Y | +832.4% | -55.6% | +888.0% | +792.4% |
| All | +1,124.0% | +285.6% | +838.4% | +534.1% |
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