-72.2%
TTD vs MET
+24.0%
-96.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.4% |
| 7D | +6.3% | +1.2% | +5.2% | +5.7% |
| 30D | -23.9% | +1.4% | -25.3% | -24.1% |
| 3M | -31.4% | +17.7% | -49.1% | -36.4% |
| 6M | -42.7% | +35.0% | -77.7% | -50.0% |
| YTD | -62.0% | +26.3% | -88.3% | -65.8% |
| 1Y | -72.2% | +22.8% | -95.0% | -74.8% |
| All | -72.2% | +24.0% | -96.2% | -74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling