-40.1%
GME vs TSLQ
-97.2%
+57.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +2.9% |
| 7D | +6.0% | +5.7% | +0.4% | +7.1% |
| 30D | +8.3% | -21.1% | +29.4% | +5.1% |
| 3M | -9.1% | -11.5% | +2.5% | -8.8% |
| 6M | -16.3% | -14.9% | -1.4% | -15.3% |
| YTD | +1.5% | +2.4% | -0.9% | +6.8% |
| 1Y | -16.3% | -49.8% | +33.4% | -20.1% |
| 3Y | +15.1% | -95.8% | +111.0% | -12.6% |
| All | -40.1% | -97.2% | +57.1% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling