+893.7%
TT vs MET
+247.1%
+646.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.6% |
| 7D | +1.6% | +1.1% | +0.4% | +1.0% |
| 30D | -7.3% | -2.3% | -5.0% | -6.3% |
| 3M | -2.6% | +13.9% | -16.5% | -9.0% |
| 6M | +5.9% | +34.8% | -28.9% | -9.0% |
| YTD | +15.4% | +23.5% | -8.1% | +3.1% |
| 1Y | +8.2% | +23.4% | -15.2% | -3.6% |
| 3Y | +122.7% | +64.9% | +57.8% | +68.6% |
| 5Y | +145.0% | +82.0% | +62.9% | +73.7% |
| 10Y | +893.7% | +244.4% | +649.4% | +378.4% |
| All | +893.7% | +247.1% | +646.7% | +378.4% |
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