+736.3%
TT vs MET
+197.3%
+539.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | +4.0% | +4.5% | -0.4% | +2.0% |
| 30D | -11.3% | +3.5% | -14.9% | -12.9% |
| 3M | -12.3% | +5.9% | -18.2% | -14.9% |
| 6M | -10.8% | +33.1% | -43.9% | -22.9% |
| YTD | +8.2% | +33.6% | -25.4% | -7.1% |
| 1Y | +1.5% | +32.7% | -31.2% | -12.6% |
| 3Y | +91.5% | +85.0% | +6.4% | +36.9% |
| 5Y | +130.2% | +85.6% | +44.6% | +62.1% |
| All | +736.3% | +197.3% | +539.0% | +321.3% |
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