+66.8%
MET vs TXG
+39.1%
+27.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -2.5% | +5.0% | -7.5% | -2.9% |
| 30D | 0.0% | +13.5% | -13.5% | -1.2% |
| 3M | +13.1% | +128.0% | -115.0% | +3.9% |
| 6M | +39.0% | +224.4% | -185.4% | +22.2% |
| YTD | +25.2% | +307.0% | -281.8% | +7.0% |
| 1Y | +25.6% | +427.2% | -401.6% | +3.3% |
| All | +66.8% | +39.1% | +27.7% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling