+1,282.6%
MET vs TYL
+7,001.6%
-5,719.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | +1.8% | +4.3% | -2.6% | +0.8% |
| 30D | +4.8% | +28.0% | -23.2% | -0.7% |
| 3M | +6.2% | +32.3% | -26.1% | -0.4% |
| 6M | +33.8% | +29.9% | +3.9% | +25.4% |
| YTD | +33.3% | -7.1% | +40.4% | +33.0% |
| 1Y | +36.3% | -9.2% | +45.6% | +36.7% |
| 3Y | +84.6% | +0.7% | +83.9% | +79.3% |
| 5Y | +87.7% | -21.1% | +108.7% | +88.2% |
| 10Y | +198.0% | +180.8% | +17.2% | +124.9% |
| All | +1,282.6% | +7,001.6% | -5,719.0% | +503.2% |
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