+79.0%
TFC vs MET
+202.5%
-123.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.4% |
| 7D | -1.2% | 0.0% | -1.2% | -1.3% |
| 30D | +7.8% | +3.4% | +4.4% | +4.5% |
| 3M | -3.0% | +7.0% | -9.9% | -8.7% |
| 6M | +5.8% | +34.6% | -28.8% | -18.7% |
| YTD | +5.3% | +34.0% | -28.7% | -19.3% |
| 1Y | +15.7% | +35.9% | -20.3% | -12.7% |
| 3Y | +94.8% | +85.5% | +9.3% | +10.0% |
| 5Y | 0.0% | +87.8% | -87.7% | -43.7% |
| 10Y | +79.0% | +199.7% | -120.7% | -37.8% |
| All | +79.0% | +202.5% | -123.5% | -37.8% |
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 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