+82.7%
MET vs TNA
-23.3%
+106.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -0.5% | -7.3% | +6.8% | +1.2% |
| 30D | +0.5% | -14.2% | +14.7% | +4.0% |
| 3M | +11.6% | -4.6% | +16.2% | +12.1% |
| 6M | +40.8% | +36.9% | +3.9% | +28.1% |
| YTD | +25.7% | +42.5% | -16.9% | +12.6% |
| 1Y | +24.4% | +45.8% | -21.4% | +9.7% |
| 3Y | +67.5% | +104.7% | -37.2% | +25.3% |
| All | +82.7% | -23.3% | +106.1% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling