+1,183.9%
MET vs TKO
+2,900.3%
-1,716.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | -0.8% | +0.7% | -1.4% | -1.0% |
| 30D | -1.4% | +0.9% | -2.3% | -1.8% |
| 3M | +12.5% | -6.2% | +18.7% | +14.0% |
| 6M | +37.1% | -5.6% | +42.7% | +38.3% |
| YTD | +23.8% | -7.8% | +31.6% | +25.3% |
| 1Y | +24.1% | -1.2% | +25.3% | +22.9% |
| 3Y | +65.2% | +106.5% | -41.3% | +28.6% |
| 5Y | +82.3% | +310.4% | -228.1% | +12.6% |
| 10Y | +241.6% | +987.5% | -746.0% | +40.3% |
| All | +1,183.9% | +2,900.3% | -1,716.4% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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