-33.7%
TLT vs MET
+86.8%
-120.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.1% |
| 7D | -0.4% | +1.2% | -1.6% | -0.4% |
| 30D | -0.6% | +1.4% | -2.0% | -0.5% |
| 3M | -2.7% | +17.7% | -20.4% | -1.8% |
| 6M | -5.6% | +35.0% | -40.6% | -3.9% |
| YTD | -2.8% | +26.3% | -29.1% | -1.4% |
| 1Y | -1.4% | +22.8% | -24.3% | -0.1% |
| 3Y | -1.6% | +65.9% | -67.5% | +2.9% |
| All | -33.7% | +86.8% | -120.5% | -27.8% |
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 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