-48.9%
TSLL vs GME
-39.4%
-9.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | +0.5% | +1.6% | -1.1% | +0.4% |
| 30D | +2.7% | -6.2% | +8.8% | +4.1% |
| 3M | +26.3% | +35.8% | -9.5% | +18.3% |
| 6M | -37.2% | +10.3% | -47.5% | -38.7% |
| YTD | -44.2% | +27.2% | -71.5% | -47.4% |
| 1Y | -44.0% | +19.1% | -63.1% | -46.5% |
| 3Y | 0.0% | +103.7% | -103.7% | -40.2% |
| All | -48.9% | -39.4% | -9.5% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling