+1,209.8%
MET vs TYL
+6,031.0%
-4,821.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.8% |
| 7D | +1.2% | -3.7% | +4.8% | +2.0% |
| 30D | +1.4% | +18.7% | -17.3% | -2.4% |
| 3M | +17.7% | +18.1% | -0.4% | +13.0% |
| 6M | +35.0% | -1.1% | +36.1% | +34.2% |
| YTD | +26.3% | -19.8% | +46.1% | +30.4% |
| 1Y | +22.8% | -34.3% | +57.1% | +32.1% |
| 3Y | +65.9% | -8.2% | +74.2% | +64.7% |
| 5Y | +85.4% | -25.4% | +110.8% | +88.5% |
| 10Y | +253.7% | +115.6% | +138.1% | +182.7% |
| All | +1,209.8% | +6,031.0% | -4,821.2% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling