+850.2%
MET vs TNA
+990.0%
-139.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.7% |
| 7D | +1.1% | +4.1% | -2.9% | -0.4% |
| 30D | -2.3% | -7.6% | +5.3% | +0.5% |
| 3M | +13.9% | +8.1% | +5.8% | +9.2% |
| 6M | +34.8% | +49.0% | -14.2% | +11.6% |
| YTD | +23.5% | +51.7% | -28.2% | +0.6% |
| 1Y | +23.4% | +59.6% | -36.2% | -3.5% |
| 3Y | +64.9% | +118.9% | -54.0% | -2.9% |
| 5Y | +82.0% | -19.2% | +101.2% | +33.1% |
| 10Y | +244.4% | +77.2% | +167.1% | +16.3% |
| All | +850.2% | +990.0% | -139.8% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling