+712.7%
TEL vs MET
+204.7%
+508.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | +4.5% | +4.5% | 0.0% | +2.6% |
| 30D | +2.9% | +3.5% | -0.6% | +1.4% |
| 3M | +1.1% | +5.9% | -4.8% | -1.4% |
| 6M | +5.0% | +33.1% | -28.1% | -7.4% |
| YTD | -3.9% | +33.6% | -37.4% | -15.5% |
| 1Y | -7.4% | +32.7% | -40.1% | -18.4% |
| 3Y | +81.0% | +85.0% | -4.1% | +37.7% |
| 5Y | +42.3% | +85.6% | -43.3% | +7.3% |
| 10Y | +284.8% | +198.8% | +86.0% | +130.0% |
| All | +712.7% | +204.7% | +508.0% | +268.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling