+1,279.0%
TTMI vs GME
+1,066.0%
+213.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.1% |
| 7D | +12.2% | +0.4% | +11.7% | +12.1% |
| 30D | -5.7% | -1.4% | -4.3% | -5.6% |
| 3M | -27.5% | -15.1% | -12.3% | -26.6% |
| 6M | +47.1% | -22.5% | +69.6% | +50.1% |
| YTD | +87.5% | -5.9% | +93.4% | +87.7% |
| 1Y | +175.2% | -18.6% | +193.9% | +179.1% |
| 3Y | +901.9% | +6.7% | +895.3% | +781.8% |
| 5Y | +843.5% | -62.0% | +905.5% | +761.7% |
| 10Y | +1,077.0% | +239.5% | +837.5% | +243.5% |
| All | +1,279.0% | +1,066.0% | +213.0% | +141.9% |
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 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