-6.4%
TSLL vs MET
+85.6%
-91.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.7% |
| 7D | +17.8% | +4.5% | +13.4% | +11.3% |
| 30D | +8.2% | +3.5% | +4.7% | +3.6% |
| 3M | +20.9% | +5.9% | +14.9% | +11.4% |
| 6M | -37.5% | +33.1% | -70.6% | -60.2% |
| YTD | -44.5% | +33.6% | -78.1% | -65.5% |
| 1Y | -33.0% | +32.7% | -65.6% | -58.2% |
| 3Y | -6.4% | +85.0% | -91.4% | -52.7% |
| All | -6.4% | +85.6% | -91.9% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling