+90.8%
MET vs TSLQ
-97.2%
+188.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.3% |
| 7D | -0.5% | -6.6% | +6.1% | -1.0% |
| 30D | +0.5% | -24.3% | +24.8% | -1.3% |
| 3M | +11.6% | -3.6% | +15.2% | +12.5% |
| 6M | +40.8% | -12.0% | +52.7% | +42.0% |
| YTD | +25.7% | +1.4% | +24.3% | +28.7% |
| 1Y | +24.4% | -43.6% | +67.9% | +22.6% |
| 3Y | +67.5% | -95.4% | +162.9% | +50.5% |
| All | +90.8% | -97.2% | +188.0% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling