+33.0%
MET vs TYL
-10.1%
+43.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.7% | -2.5% | +1.7% |
| 7D | +3.9% | +17.3% | -13.4% | +2.0% |
| 30D | +6.8% | +28.9% | -22.1% | +3.7% |
| 3M | +7.7% | +35.1% | -27.4% | +4.1% |
| 6M | +32.9% | +29.3% | +3.6% | +28.5% |
| YTD | +33.9% | -6.8% | +40.7% | +31.0% |
| 1Y | +33.0% | -9.9% | +42.9% | +30.8% |
| All | +33.0% | -10.1% | +43.1% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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