+104.5%
TFC vs MET
+69.5%
+35.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.3% |
| 7D | +2.4% | +1.2% | +1.3% | +1.5% |
| 30D | -1.3% | +1.4% | -2.7% | -2.5% |
| 3M | +6.1% | +17.7% | -11.6% | -6.7% |
| 6M | +7.3% | +35.0% | -27.7% | -15.2% |
| YTD | +8.2% | +26.3% | -18.1% | -10.3% |
| 1Y | +14.4% | +22.8% | -8.4% | -3.3% |
| All | +104.5% | +69.5% | +35.0% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling