-51.7%
TSLL vs GME
-39.7%
-12.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -11.0% | +4.8% | -15.8% | -11.7% |
| 30D | -5.3% | -4.3% | -1.0% | -4.4% |
| 3M | +20.8% | +35.3% | -14.5% | +13.2% |
| 6M | -36.0% | +4.7% | -40.7% | -36.9% |
| YTD | -47.3% | +26.6% | -73.9% | -50.2% |
| 1Y | -48.4% | +18.3% | -66.8% | -50.7% |
| 3Y | -5.4% | +102.8% | -108.2% | -43.4% |
| All | -51.7% | -39.7% | -12.0% | -58.1% |
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