+496.7%
MET vs TCOM
+2,694.8%
-2,198.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | +1.2% | -9.5% | +10.7% | +3.6% |
| 30D | +1.4% | -10.7% | +12.1% | +4.1% |
| 3M | +17.7% | -14.6% | +32.3% | +21.6% |
| 6M | +35.0% | -19.3% | +54.3% | +41.3% |
| YTD | +26.3% | -42.9% | +69.2% | +42.9% |
| 1Y | +22.8% | -43.8% | +66.6% | +39.3% |
| 3Y | +65.9% | +2.1% | +63.8% | +53.5% |
| 5Y | +85.4% | +31.2% | +54.1% | +46.7% |
| 10Y | +253.7% | -13.9% | +267.6% | +191.8% |
| All | +496.7% | +2,694.8% | -2,198.0% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling