+97.2%
TFC vs MET
+245.0%
-147.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | -1.3% | -0.8% | -0.5% | -0.7% |
| 30D | -2.3% | -1.4% | -1.0% | -1.2% |
| 3M | +2.5% | +12.5% | -10.1% | -7.8% |
| 6M | +9.5% | +37.1% | -27.6% | -17.1% |
| YTD | +5.1% | +23.8% | -18.7% | -13.5% |
| 1Y | +15.5% | +24.1% | -8.7% | -5.5% |
| 3Y | +95.2% | +65.2% | +30.0% | +22.6% |
| 5Y | +14.5% | +82.3% | -67.8% | -33.6% |
| 10Y | +97.2% | +241.6% | -144.4% | -34.9% |
| All | +97.2% | +245.0% | -147.8% | -34.9% |
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 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