-55.4%
TSLL vs MET
+73.9%
-129.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -9.9% |
| 7D | +1.9% | +1.2% | +0.7% | +0.8% |
| 30D | +17.8% | +1.4% | +16.3% | +15.3% |
| 3M | -37.0% | +17.7% | -54.7% | -49.3% |
| 6M | -37.7% | +35.0% | -72.7% | -58.1% |
| YTD | -51.4% | +26.3% | -77.7% | -64.8% |
| 1Y | -23.4% | +22.8% | -46.2% | -43.1% |
| 3Y | -30.8% | +65.9% | -96.7% | -57.9% |
| All | -55.4% | +73.9% | -129.3% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling