-51.7%
TSLL vs MET
+83.5%
-135.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | 0.0% |
| 7D | -11.0% | +1.8% | -12.8% | -12.2% |
| 30D | -5.3% | +4.8% | -10.1% | -10.0% |
| 3M | +20.8% | +6.2% | +14.6% | +12.6% |
| 6M | -36.0% | +33.8% | -69.8% | -56.3% |
| YTD | -47.3% | +33.3% | -80.6% | -64.2% |
| 1Y | -48.4% | +36.3% | -84.8% | -66.2% |
| 3Y | -5.4% | +84.6% | -90.0% | -48.2% |
| All | -51.7% | +83.5% | -135.2% | -72.3% |
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