+87.5%
MET vs TSLQ
-97.3%
+184.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.0% | +5.8% | -2.8% |
| 7D | +1.1% | -8.6% | +9.7% | +0.6% |
| 30D | -2.3% | -24.9% | +22.6% | -4.1% |
| 3M | +13.9% | -1.5% | +15.4% | +15.1% |
| 6M | +34.8% | -18.1% | +52.9% | +35.2% |
| YTD | +23.5% | -0.1% | +23.6% | +26.4% |
| 1Y | +23.4% | -51.4% | +74.8% | +20.2% |
| 3Y | +64.9% | -95.9% | +160.8% | +46.4% |
| All | +87.5% | -97.3% | +184.8% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling