+20.9%
TMO vs MET
+38.1%
-17.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.8% |
| 7D | -2.5% | -2.5% | 0.0% | -1.6% |
| 30D | -0.3% | 0.0% | -0.3% | -0.3% |
| 3M | +25.3% | +13.1% | +12.2% | +16.7% |
| 6M | +20.9% | +39.0% | -18.1% | -8.4% |
| All | +20.9% | +38.1% | -17.3% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling