+750.6%
TT vs MET
+227.5%
+523.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.5% | +1.2% | +3.1% |
| 7D | +1.7% | +1.3% | +0.4% | +1.1% |
| 30D | -11.8% | +4.0% | -15.8% | -13.5% |
| 3M | -12.6% | +4.6% | -17.2% | -14.6% |
| 6M | -9.4% | +32.8% | -42.2% | -21.6% |
| YTD | +8.8% | +32.3% | -23.5% | -6.1% |
| 1Y | -2.5% | +37.1% | -39.7% | -17.4% |
| 3Y | +95.7% | +86.8% | +8.8% | +39.3% |
| 5Y | +135.7% | +87.4% | +48.4% | +65.3% |
| 10Y | +750.6% | +209.9% | +540.7% | +324.4% |
| All | +750.6% | +227.5% | +523.1% | +324.4% |
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