+143.6%
TE vs MET
+25.3%
+118.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.9% | -7.0% |
| 7D | +0.9% | -2.5% | +3.4% | +1.6% |
| 30D | -16.3% | 0.0% | -16.2% | -16.3% |
| 3M | -40.8% | +13.1% | -53.8% | -44.4% |
| 6M | -42.6% | +39.0% | -81.6% | -52.5% |
| YTD | -31.4% | +25.2% | -56.6% | -38.1% |
| All | +143.6% | +25.3% | +118.3% | +122.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling