+419.8%
TXN vs GME
+285.6%
+134.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.1% | +3.7% |
| 7D | +4.0% | +10.4% | -6.4% | +3.7% |
| 30D | -2.9% | +14.1% | -16.9% | -3.2% |
| 3M | -9.1% | -4.6% | -4.5% | -9.0% |
| 6M | +36.6% | -13.5% | +50.2% | +37.0% |
| YTD | +57.5% | +5.3% | +52.2% | +57.0% |
| 1Y | +49.5% | -14.9% | +64.4% | +49.9% |
| 3Y | +76.5% | +24.3% | +52.3% | +69.9% |
| 5Y | +62.4% | -55.6% | +118.0% | +57.5% |
| All | +419.8% | +285.6% | +134.2% | +253.1% |
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