+816.3%
TTMI vs GME
-59.9%
+876.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.3% | -9.2% | -4.3% |
| 7D | +7.5% | +4.8% | +2.6% | +7.1% |
| 30D | -4.5% | +5.9% | -10.3% | -4.9% |
| 3M | -28.5% | -10.7% | -17.8% | -28.1% |
| 6M | +28.4% | -19.8% | +48.2% | +30.0% |
| YTD | +80.1% | -0.9% | +81.0% | +79.6% |
| 1Y | +161.0% | -15.7% | +176.7% | +163.2% |
| 3Y | +862.4% | +12.3% | +850.1% | +751.2% |
| All | +816.3% | -59.9% | +876.2% | +722.8% |
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 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