+85.7%
MET vs TXG
-65.2%
+150.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +4.5% | -1.8% | +6.3% | +4.6% |
| 30D | +3.5% | -20.4% | +23.9% | +5.2% |
| 3M | +5.9% | +0.1% | +5.9% | +4.7% |
| 6M | +33.1% | +176.2% | -143.1% | +17.6% |
| YTD | +33.6% | +256.8% | -223.2% | +14.1% |
| 1Y | +32.7% | +255.9% | -223.2% | +13.1% |
| 3Y | +85.0% | +60.2% | +24.8% | +61.5% |
| All | +85.7% | -65.2% | +150.9% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling