+243.8%
MET vs TSN
-4.9%
+248.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -0.5% | +3.0% | -3.5% | -1.6% |
| 30D | +0.5% | -4.2% | +4.7% | +1.8% |
| 3M | +11.6% | -3.9% | +15.5% | +12.7% |
| 6M | +40.8% | -9.8% | +50.6% | +44.7% |
| YTD | +25.7% | -7.3% | +32.9% | +27.4% |
| 1Y | +24.4% | -2.2% | +26.6% | +23.1% |
| 3Y | +67.5% | +11.9% | +55.6% | +54.4% |
| 5Y | +85.8% | -16.9% | +102.8% | +89.9% |
| All | +243.8% | -4.9% | +248.7% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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