+42.4%
TEL vs MET
+85.0%
-42.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.1% |
| 7D | +4.5% | +4.5% | 0.0% | +2.1% |
| 30D | +2.9% | +3.5% | -0.6% | +1.0% |
| 3M | +1.1% | +5.9% | -4.8% | -2.2% |
| 6M | +5.0% | +33.1% | -28.1% | -11.0% |
| YTD | -3.9% | +33.6% | -37.4% | -19.0% |
| 1Y | -7.4% | +32.7% | -40.1% | -21.7% |
| 3Y | +81.0% | +85.0% | -4.1% | +24.5% |
| All | +42.4% | +85.0% | -42.6% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling