+99.1%
MET vs TLN
+589.3%
-490.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | -0.8% | +5.8% | -6.6% | -1.2% |
| 30D | -1.4% | -6.9% | +5.5% | -0.9% |
| 3M | +12.5% | -10.9% | +23.4% | +13.0% |
| 6M | +37.1% | -4.6% | +41.7% | +36.3% |
| YTD | +23.8% | -14.7% | +38.5% | +24.1% |
| 1Y | +24.1% | -17.9% | +42.0% | +24.5% |
| 3Y | +65.2% | +483.9% | -418.7% | +35.1% |
| All | +99.1% | +589.3% | -490.2% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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