+70.0%
MET vs TXT
+4.5%
+65.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | -4.8% | +5.9% | +3.5% |
| 30D | +1.4% | -10.6% | +12.0% | +6.8% |
| 3M | +17.7% | -13.2% | +30.9% | +24.7% |
| 6M | +35.0% | -20.3% | +55.3% | +49.1% |
| YTD | +26.3% | -9.3% | +35.5% | +29.4% |
| 1Y | +22.8% | -2.7% | +25.5% | +20.5% |
| All | +70.0% | +4.5% | +65.5% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling