+1,212.8%
TXN vs GME
+1,127.7%
+85.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +0.7% |
| 7D | +2.7% | +4.8% | -2.2% | +2.4% |
| 30D | -6.7% | +5.9% | -12.6% | -7.1% |
| 3M | -8.9% | -10.7% | +1.8% | -8.3% |
| 6M | +34.7% | -19.8% | +54.5% | +36.2% |
| YTD | +53.3% | -0.9% | +54.3% | +52.9% |
| 1Y | +45.0% | -15.7% | +60.7% | +46.0% |
| 3Y | +73.1% | +12.3% | +60.8% | +57.9% |
| 5Y | +59.9% | -60.1% | +120.0% | +49.8% |
| 10Y | +415.7% | +265.3% | +150.4% | +119.3% |
| All | +1,212.8% | +1,127.7% | +85.1% | +233.6% |
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