+365.9%
TFC vs MET
+1,366.8%
-1,001.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.5% | -0.1% |
| 7D | +0.3% | +1.3% | -1.0% | -0.5% |
| 30D | +9.2% | +4.0% | +5.1% | +6.6% |
| 3M | -2.9% | +4.6% | -7.5% | -5.6% |
| 6M | +3.5% | +32.8% | -29.3% | -12.6% |
| YTD | +5.4% | +32.3% | -26.9% | -11.0% |
| 1Y | +17.3% | +37.1% | -19.8% | -3.2% |
| 3Y | +96.7% | +86.8% | +9.8% | +35.7% |
| 5Y | -1.1% | +87.4% | -88.5% | -30.7% |
| 10Y | +84.7% | +209.9% | -125.2% | -0.1% |
| All | +365.9% | +1,366.8% | -1,001.0% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling