-80.5%
TE vs MET
+146.1%
-226.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -19.1% | +4.5% | -23.5% | -20.4% |
| 30D | -34.1% | +3.5% | -37.7% | -35.0% |
| 3M | -60.1% | +5.9% | -66.1% | -61.1% |
| 6M | -66.0% | +33.1% | -99.0% | -69.7% |
| YTD | -71.4% | +33.6% | -105.0% | -74.7% |
| 1Y | -45.3% | +32.7% | -78.0% | -51.5% |
| 3Y | +9.1% | +85.0% | -75.9% | -9.3% |
| 5Y | -82.6% | +85.6% | -168.2% | -85.5% |
| All | -80.5% | +146.1% | -226.7% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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