+22.8%
MET vs TSLQ
-50.5%
+73.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.0% | -13.6% | -1.3% |
| 7D | +1.2% | -5.8% | +6.9% | +1.1% |
| 30D | +1.4% | -22.1% | +23.5% | +0.9% |
| 3M | +17.7% | +10.1% | +7.6% | +18.8% |
| 6M | +35.0% | -6.8% | +41.8% | +35.1% |
| YTD | +26.3% | +8.5% | +17.7% | +27.0% |
| 1Y | +22.8% | -49.7% | +72.5% | +20.5% |
| All | +22.8% | -50.5% | +73.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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