-46.0%
TSLL vs GME
+15.0%
-61.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.6% | -9.9% | -7.3% |
| 7D | -9.4% | +7.8% | -17.2% | -11.4% |
| 30D | +1.6% | -0.4% | +2.0% | +1.5% |
| 3M | +29.4% | +30.9% | -1.5% | +17.9% |
| 6M | -20.1% | +5.5% | -25.6% | -22.8% |
| YTD | -44.5% | +25.2% | -69.7% | -51.5% |
| 1Y | -46.0% | +14.4% | -60.4% | -54.0% |
| All | -46.0% | +15.0% | -61.0% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling