+741.5%
TT vs MET
+202.5%
+539.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +3.5% | 0.0% | +3.4% | +3.5% |
| 30D | -11.0% | +3.4% | -14.4% | -12.5% |
| 3M | -12.0% | +7.0% | -19.0% | -15.0% |
| 6M | -10.4% | +34.6% | -45.1% | -23.0% |
| YTD | +9.9% | +34.0% | -24.0% | -5.7% |
| 1Y | +1.5% | +35.9% | -34.5% | -13.7% |
| 3Y | +93.7% | +85.5% | +8.2% | +38.4% |
| 5Y | +139.2% | +87.8% | +51.5% | +67.6% |
| 10Y | +741.5% | +199.7% | +541.8% | +322.4% |
| All | +741.5% | +202.5% | +539.0% | +322.4% |
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 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