+24.1%
MET vs TLN
-18.5%
+42.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.2% |
| 7D | -0.8% | +5.8% | -6.6% | -0.9% |
| 30D | -1.4% | -6.9% | +5.5% | -1.2% |
| 3M | +12.5% | -10.9% | +23.4% | +12.4% |
| 6M | +37.1% | -4.6% | +41.7% | +36.1% |
| YTD | +23.8% | -14.7% | +38.5% | +24.2% |
| 1Y | +24.1% | -17.9% | +42.0% | +25.5% |
| All | +24.1% | -18.5% | +42.6% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling