-19.8%
TLT vs MET
+245.0%
-264.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.5% |
| 7D | -0.3% | -0.8% | +0.5% | -0.4% |
| 30D | 0.0% | -1.4% | +1.4% | -0.2% |
| 3M | -2.9% | +12.5% | -15.4% | -1.0% |
| 6M | -6.3% | +37.1% | -43.4% | -1.4% |
| YTD | -3.3% | +23.8% | -27.1% | +0.2% |
| 1Y | -4.2% | +24.1% | -28.3% | -0.6% |
| 3Y | -1.7% | +65.2% | -66.9% | +8.5% |
| 5Y | -34.9% | +82.3% | -117.1% | -25.5% |
| 10Y | -19.8% | +241.6% | -261.4% | +16.8% |
| All | -19.8% | +245.0% | -264.8% | +16.8% |
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