+90.2%
TT vs MET
+75.0%
+15.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -2.0% | -1.2% | -0.8% | -1.6% |
| 30D | -14.0% | +3.2% | -17.2% | -15.0% |
| 3M | -15.9% | -1.1% | -14.8% | -15.7% |
| 6M | -17.3% | +25.0% | -42.4% | -24.4% |
| YTD | +4.0% | +27.9% | -23.9% | -6.2% |
| 1Y | -7.1% | +32.9% | -40.0% | -17.6% |
| 3Y | +90.2% | +78.8% | +11.5% | +52.8% |
| All | +90.2% | +75.0% | +15.3% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling