+50.6%
MET vs TEM
+46.9%
+3.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.3% | +1.4% |
| 7D | -2.5% | -9.2% | +6.7% | -1.9% |
| 30D | 0.0% | +5.5% | -5.5% | -0.8% |
| 3M | +13.1% | +18.7% | -5.7% | +10.8% |
| 6M | +39.0% | +15.4% | +23.6% | +35.8% |
| YTD | +25.2% | -0.5% | +25.7% | +23.5% |
| 1Y | +25.6% | -24.8% | +50.5% | +26.0% |
| All | +50.6% | +46.9% | +3.7% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling