+3,659.9%
TMO vs MET
+1,272.5%
+2,387.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | +1.0% | -1.4% | +2.4% | +1.4% |
| 3M | +22.7% | +12.5% | +10.2% | +18.3% |
| 6M | +19.0% | +37.1% | -18.1% | +8.4% |
| YTD | +4.7% | +23.8% | -19.0% | -2.0% |
| 1Y | +26.0% | +24.1% | +1.9% | +17.6% |
| 3Y | +18.0% | +65.2% | -47.2% | +0.7% |
| 5Y | +8.0% | +82.3% | -74.3% | -11.3% |
| 10Y | +333.8% | +241.6% | +92.2% | +178.4% |
| All | +3,659.9% | +1,272.5% | +2,387.4% | +1,443.6% |
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