+48.9%
MET vs TEM
+53.2%
-4.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | -1.4% | +11.3% | -12.7% | -2.4% |
| 3M | +12.5% | +25.5% | -13.0% | +9.9% |
| 6M | +37.1% | +17.1% | +20.0% | +33.9% |
| YTD | +23.8% | +3.8% | +20.0% | +21.8% |
| 1Y | +24.1% | -24.4% | +48.5% | +24.5% |
| All | +48.9% | +53.2% | -4.3% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling