-37.9%
GME vs TSLQ
-97.2%
+59.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.6% |
| 7D | +10.4% | -6.6% | +17.0% | +9.3% |
| 30D | +14.1% | -24.3% | +38.4% | +10.0% |
| 3M | -4.6% | -3.6% | -1.0% | -3.1% |
| 6M | -13.5% | -12.0% | -1.6% | -12.0% |
| YTD | +5.3% | +1.4% | +4.0% | +10.7% |
| 1Y | -14.9% | -43.6% | +28.7% | -17.1% |
| 3Y | +24.3% | -95.4% | +119.7% | -0.9% |
| All | -37.9% | -97.2% | +59.3% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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