+32.7%
MET vs TXT
+1.6%
+31.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.0% |
| 7D | +4.5% | +0.1% | +4.3% | +4.4% |
| 30D | +3.5% | +13.3% | -9.8% | +0.5% |
| 3M | +5.9% | -5.0% | +10.9% | +7.2% |
| 6M | +33.1% | -8.4% | +41.5% | +35.0% |
| YTD | +33.6% | -4.0% | +37.5% | +30.2% |
| 1Y | +32.7% | +2.8% | +29.9% | +20.1% |
| All | +32.7% | +1.6% | +31.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling