+209.9%
MET vs TYL
+174.6%
+35.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.6% |
| 7D | +1.3% | +3.5% | -2.2% | +0.4% |
| 30D | +4.0% | +26.9% | -22.9% | -2.4% |
| 3M | +4.6% | +33.8% | -29.2% | -3.5% |
| 6M | +32.8% | +28.8% | +4.0% | +23.0% |
| YTD | +32.3% | -7.9% | +40.2% | +33.0% |
| 1Y | +37.1% | -9.8% | +46.9% | +38.6% |
| 3Y | +86.8% | +1.2% | +85.7% | +80.3% |
| 5Y | +87.4% | -22.8% | +110.2% | +92.4% |
| 10Y | +209.9% | +168.8% | +41.1% | +108.5% |
| All | +209.9% | +174.6% | +35.3% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling