+873.0%
TTMI vs GME
+11.4%
+861.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.3% | -9.2% | -4.2% |
| 7D | +7.5% | +4.8% | +2.6% | +7.2% |
| 30D | -4.5% | +5.9% | -10.3% | -4.8% |
| 3M | -28.5% | -10.7% | -17.8% | -28.3% |
| 6M | +28.4% | -19.8% | +48.2% | +29.5% |
| YTD | +80.1% | -0.9% | +81.0% | +79.8% |
| 1Y | +161.0% | -15.7% | +176.7% | +162.5% |
| All | +873.0% | +11.4% | +861.6% | +795.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling