-56.8%
TSLL vs MET
+76.1%
-132.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +10.4% |
| 7D | -21.2% | -1.2% | -20.0% | -19.7% |
| 30D | -13.3% | +3.2% | -16.5% | -16.5% |
| 3M | +15.4% | -1.1% | +16.5% | +16.4% |
| 6M | -34.2% | +25.0% | -59.3% | -51.5% |
| YTD | -52.9% | +27.9% | -80.8% | -66.5% |
| 1Y | -54.3% | +32.9% | -87.2% | -69.3% |
| 3Y | -18.4% | +78.8% | -97.2% | -53.6% |
| All | -56.8% | +76.1% | -132.9% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling