-3.3%
TSLL vs MET
+85.5%
-88.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.5% | +7.4% | +6.2% |
| 7D | -14.3% | +1.3% | -15.6% | -15.1% |
| 30D | -6.2% | +4.0% | -10.2% | -10.7% |
| 3M | +21.2% | +4.6% | +16.6% | +13.8% |
| 6M | -36.6% | +32.8% | -69.4% | -59.6% |
| YTD | -47.8% | +32.3% | -80.1% | -67.1% |
| 1Y | -45.2% | +37.1% | -82.4% | -67.9% |
| 3Y | -3.3% | +86.8% | -90.1% | -51.5% |
| All | -3.3% | +85.5% | -88.7% | -51.5% |
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