+85.7%
MET vs TYL
-23.0%
+108.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.5% | +0.8% | +3.6% | +4.3% |
| 30D | +3.5% | +21.1% | -17.6% | -0.5% |
| 3M | +5.9% | +28.9% | -23.0% | +0.3% |
| 6M | +33.1% | +42.0% | -9.0% | +22.8% |
| YTD | +33.6% | -6.6% | +40.2% | +34.2% |
| 1Y | +32.7% | -9.1% | +41.8% | +34.1% |
| 3Y | +85.0% | +1.8% | +83.2% | +81.8% |
| All | +85.7% | -23.0% | +108.7% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling