+78.8%
MET vs TYL
+2.6%
+76.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | -1.2% | +6.7% | -7.8% | -2.3% |
| 30D | +3.2% | +26.5% | -23.3% | -1.2% |
| 3M | -1.1% | +37.3% | -38.4% | -6.8% |
| 6M | +25.0% | +31.2% | -6.1% | +18.3% |
| YTD | +27.9% | -7.4% | +35.2% | +29.8% |
| 1Y | +32.9% | -9.6% | +42.4% | +35.6% |
| 3Y | +78.8% | +1.9% | +76.9% | +88.8% |
| All | +78.8% | +2.6% | +76.2% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling