+103.1%
MET vs TLN
+583.6%
-480.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -1.9% |
| 7D | +1.2% | +7.1% | -5.9% | +0.6% |
| 30D | +1.4% | -3.9% | +5.3% | +1.6% |
| 3M | +17.7% | -16.2% | +33.8% | +18.8% |
| 6M | +35.0% | -5.8% | +40.8% | +34.3% |
| YTD | +26.3% | -15.4% | +41.7% | +26.7% |
| 1Y | +22.8% | -16.7% | +39.5% | +23.0% |
| 3Y | +65.9% | +473.8% | -407.8% | +35.8% |
| All | +103.1% | +583.6% | -480.5% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling