+66.8%
MET vs TCOM
+7.1%
+59.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -2.5% | -6.5% | +4.1% | -1.9% |
| 30D | 0.0% | -16.2% | +16.2% | +1.4% |
| 3M | +13.1% | -19.3% | +32.4% | +14.9% |
| 6M | +39.0% | -27.2% | +66.2% | +42.5% |
| YTD | +25.2% | -46.2% | +71.4% | +31.2% |
| 1Y | +25.6% | -46.6% | +72.3% | +31.7% |
| All | +66.8% | +7.1% | +59.7% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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