-22.2%
GME vs TLN
+583.6%
-605.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.1% | -0.6% |
| 7D | +7.2% | +7.1% | +0.2% | +6.8% |
| 30D | +0.8% | -3.9% | +4.7% | +1.0% |
| 3M | -14.0% | -16.2% | +2.2% | -13.3% |
| 6M | -19.7% | -5.8% | -13.9% | -19.9% |
| YTD | -4.6% | -15.4% | +10.8% | -4.4% |
| 1Y | -14.3% | -16.7% | +2.3% | -14.1% |
| 3Y | +4.0% | +473.8% | -469.7% | -2.8% |
| All | -22.2% | +583.6% | -605.8% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling