-44.5%
GME vs TSLQ
-97.3%
+52.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.0% | +6.6% | -2.6% |
| 7D | +0.4% | -8.6% | +9.0% | -0.7% |
| 30D | -1.4% | -24.9% | +23.5% | -5.0% |
| 3M | -15.1% | -1.5% | -13.6% | -13.3% |
| 6M | -22.5% | -18.1% | -4.4% | -22.0% |
| YTD | -5.9% | -0.1% | -5.8% | -1.4% |
| 1Y | -18.6% | -51.4% | +32.7% | -22.7% |
| 3Y | +6.7% | -95.9% | +102.6% | -19.3% |
| All | -44.5% | -97.3% | +52.7% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling