-23.3%
GME vs TLN
+602.5%
-625.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.6% |
| 7D | +0.4% | +10.9% | -10.5% | -0.1% |
| 30D | -1.4% | -6.3% | +4.9% | -1.1% |
| 3M | -15.1% | -10.7% | -4.4% | -14.8% |
| 6M | -22.5% | +1.6% | -24.1% | -22.9% |
| YTD | -5.9% | -13.1% | +7.2% | -5.9% |
| 1Y | -18.6% | -15.1% | -3.6% | -18.5% |
| 3Y | +6.7% | +495.0% | -488.4% | -0.7% |
| All | -23.3% | +602.5% | -625.8% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling