+174.2%
MET vs TW
+211.4%
-37.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.4% |
| 7D | +1.1% | -3.5% | +4.6% | +2.0% |
| 30D | -2.3% | +0.5% | -2.8% | -2.5% |
| 3M | +13.9% | +4.9% | +8.9% | +12.0% |
| 6M | +34.8% | -17.1% | +51.9% | +40.5% |
| YTD | +23.5% | -3.9% | +27.4% | +23.4% |
| 1Y | +23.4% | -13.3% | +36.7% | +26.5% |
| 3Y | +64.9% | +20.9% | +44.0% | +52.4% |
| 5Y | +82.0% | +20.5% | +61.5% | +65.1% |
| All | +174.2% | +211.4% | -37.3% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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