+4,231.2%
TT vs MET
+1,317.8%
+2,913.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.0% |
| 7D | -2.0% | -1.2% | -0.8% | -1.5% |
| 30D | -14.0% | +3.2% | -17.2% | -15.3% |
| 3M | -15.9% | -1.1% | -14.8% | -15.7% |
| 6M | -17.3% | +25.0% | -42.4% | -25.4% |
| YTD | +4.0% | +27.9% | -23.9% | -7.3% |
| 1Y | -7.1% | +32.9% | -40.0% | -18.6% |
| 3Y | +90.2% | +78.8% | +11.5% | +44.9% |
| 5Y | +131.1% | +79.6% | +51.5% | +73.8% |
| 10Y | +777.7% | +228.1% | +549.6% | +387.2% |
| All | +4,231.2% | +1,317.8% | +2,913.4% | +953.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling