+16.3%
TFC vs MET
+25.8%
-9.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | -0.3% |
| 7D | -2.5% | -2.5% | 0.0% | -1.0% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | +2.1% | +13.1% | -10.9% | -5.6% |
| 6M | +10.1% | +39.0% | -28.9% | -10.7% |
| YTD | +5.4% | +25.2% | -19.8% | -9.3% |
| 1Y | +16.3% | +25.6% | -9.3% | +1.3% |
| All | +16.3% | +25.8% | -9.5% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling