-17.2%
GME vs TLN
+571.8%
-589.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.1% | +2.6% |
| 7D | +6.0% | +2.0% | +4.1% | +5.9% |
| 30D | +8.3% | -12.9% | +21.3% | +9.1% |
| 3M | -9.1% | -7.4% | -1.6% | -9.0% |
| 6M | -16.3% | -6.0% | -10.3% | -16.5% |
| YTD | +1.5% | -16.9% | +18.4% | +1.8% |
| 1Y | -16.3% | -22.6% | +6.3% | -15.7% |
| 3Y | +15.1% | +469.0% | -453.9% | +7.4% |
| All | -17.2% | +571.8% | -589.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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