+15.6%
TFC vs MET
+82.8%
-67.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -0.3% |
| 7D | +2.2% | +1.1% | +1.1% | +1.2% |
| 30D | -2.5% | -2.3% | -0.2% | -0.6% |
| 3M | +4.5% | +13.9% | -9.3% | -6.8% |
| 6M | +11.0% | +34.8% | -23.8% | -14.7% |
| YTD | +5.9% | +23.5% | -17.6% | -12.6% |
| 1Y | +14.6% | +23.4% | -8.8% | -5.7% |
| 3Y | +96.7% | +64.9% | +31.8% | +21.2% |
| 5Y | +15.6% | +82.0% | -66.5% | -34.3% |
| All | +15.6% | +82.8% | -67.2% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling