-46.0%
TSLL vs MET
+35.0%
-81.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.2% | -8.5% | -7.2% |
| 7D | -9.4% | +3.9% | -13.3% | -10.9% |
| 30D | +1.6% | +6.8% | -5.3% | -1.4% |
| 3M | +29.4% | +7.7% | +21.7% | +24.8% |
| 6M | -20.1% | +32.9% | -53.1% | -32.4% |
| YTD | -44.5% | +33.9% | -78.4% | -54.2% |
| 1Y | -46.0% | +33.0% | -79.0% | -55.6% |
| All | -46.0% | +35.0% | -81.0% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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