+66.8%
MET vs TSLQ
-95.5%
+162.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +1.3% |
| 7D | -2.5% | +5.7% | -8.2% | -2.0% |
| 30D | 0.0% | -21.1% | +21.1% | -1.4% |
| 3M | +13.1% | -11.5% | +24.6% | +13.2% |
| 6M | +39.0% | -14.9% | +53.9% | +39.7% |
| YTD | +25.2% | +2.4% | +22.8% | +28.2% |
| 1Y | +25.6% | -49.8% | +75.4% | +22.7% |
| All | +66.8% | -95.5% | +162.4% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling