+683.8%
TEL vs MET
+188.1%
+495.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.3% |
| 7D | +3.0% | +1.2% | +1.8% | +2.4% |
| 30D | -3.9% | +1.4% | -5.3% | -4.6% |
| 3M | -5.1% | +17.7% | -22.8% | -11.7% |
| 6M | +0.6% | +35.0% | -34.4% | -11.6% |
| YTD | -7.3% | +26.3% | -33.6% | -16.5% |
| 1Y | +1.1% | +22.8% | -21.7% | -8.0% |
| 3Y | +63.7% | +65.9% | -2.3% | +30.4% |
| 5Y | +50.7% | +85.4% | -34.7% | +13.8% |
| 10Y | +290.2% | +253.7% | +36.5% | +119.1% |
| All | +683.8% | +188.1% | +495.7% | +264.4% |
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