+75.7%
TFC vs MET
+197.3%
-121.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | +2.3% | +4.5% | -2.2% | -1.5% |
| 30D | +10.8% | +3.5% | +7.3% | +7.4% |
| 3M | -3.8% | +5.9% | -9.7% | -8.7% |
| 6M | +9.6% | +33.1% | -23.5% | -15.0% |
| YTD | +5.8% | +33.6% | -27.8% | -18.7% |
| 1Y | +16.2% | +32.7% | -16.5% | -10.4% |
| 3Y | +96.0% | +85.0% | +10.9% | +10.9% |
| 5Y | +1.7% | +85.6% | -83.9% | -42.2% |
| All | +75.7% | +197.3% | -121.6% | -38.0% |
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