-47.2%
TSLL vs MET
+82.5%
-129.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +4.6% |
| 7D | +33.0% | +2.1% | +30.8% | +29.8% |
| 30D | +7.7% | +1.8% | +5.9% | +5.9% |
| 3M | +34.7% | +6.0% | +28.7% | +25.8% |
| 6M | -31.5% | +31.1% | -62.6% | -52.0% |
| YTD | -42.4% | +32.6% | -74.9% | -60.6% |
| 1Y | -39.7% | +30.5% | -70.1% | -58.0% |
| 3Y | +3.4% | +83.6% | -80.2% | -43.0% |
| All | -47.2% | +82.5% | -129.7% | -69.6% |
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 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