-35.1%
TLT vs MET
+86.5%
-121.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | +0.2% |
| 7D | +0.3% | +1.3% | -1.0% | +0.3% |
| 30D | +5.1% | +4.0% | +1.1% | +5.3% |
| 3M | -0.2% | +4.6% | -4.8% | 0.0% |
| 6M | -2.9% | +32.8% | -35.7% | -1.4% |
| YTD | -2.7% | +32.3% | -35.0% | -1.2% |
| 1Y | -4.6% | +37.1% | -41.7% | -2.9% |
| 3Y | +6.1% | +86.8% | -80.8% | +11.3% |
| 5Y | -35.1% | +87.4% | -122.5% | -30.0% |
| All | -35.1% | +86.5% | -121.7% | -30.0% |
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