+155.8%
MET vs TXG
+27.0%
+128.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -3.0% | 0.0% |
| 7D | -0.5% | +9.5% | -10.0% | -1.4% |
| 30D | +0.5% | +18.8% | -18.3% | -1.4% |
| 3M | +11.6% | +136.1% | -124.5% | +1.3% |
| 6M | +40.8% | +235.2% | -194.5% | +22.2% |
| YTD | +25.7% | +320.5% | -294.9% | +6.0% |
| 1Y | +24.4% | +425.2% | -400.8% | +1.4% |
| 3Y | +67.5% | +42.9% | +24.6% | +49.6% |
| 5Y | +85.8% | -62.8% | +148.6% | +83.2% |
| All | +155.8% | +27.0% | +128.8% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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