+85.7%
MET vs TCOM
+40.6%
+45.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +4.5% | -1.8% | +6.2% | +4.7% |
| 30D | +3.5% | +12.1% | -8.5% | +2.2% |
| 3M | +5.9% | -3.2% | +9.1% | +6.2% |
| 6M | +33.1% | -16.6% | +49.7% | +35.3% |
| YTD | +33.6% | -39.4% | +73.0% | +40.1% |
| 1Y | +32.7% | -41.5% | +74.2% | +39.7% |
| 3Y | +85.0% | +24.4% | +60.7% | +74.7% |
| All | +85.7% | +40.6% | +45.1% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling