-52.1%
TSLL vs GME
-39.3%
-12.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.9% | +9.0% | +10.5% |
| 7D | -14.3% | +5.8% | -20.1% | -15.1% |
| 30D | -6.2% | -3.7% | -2.5% | -5.4% |
| 3M | +21.2% | +33.6% | -12.4% | +13.9% |
| 6M | -36.6% | +5.4% | -42.0% | -37.6% |
| YTD | -47.8% | +27.4% | -75.2% | -50.8% |
| 1Y | -45.2% | +19.0% | -64.3% | -47.7% |
| 3Y | -3.3% | +101.5% | -104.7% | -41.9% |
| All | -52.1% | -39.3% | -12.9% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling