-54.3%
TSLL vs GME
+14.4%
-68.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.9% | +4.7% | +7.4% |
| 7D | -21.2% | +3.7% | -24.9% | -21.8% |
| 30D | -13.3% | +2.2% | -15.5% | -13.8% |
| 3M | +15.4% | +30.6% | -15.2% | +5.9% |
| 6M | -34.2% | -0.2% | -34.0% | -34.6% |
| YTD | -52.9% | +25.1% | -78.0% | -58.0% |
| 1Y | -54.3% | +17.7% | -72.0% | -62.4% |
| All | -54.3% | +14.4% | -68.7% | -62.4% |
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