-72.0%
TTD vs MET
+35.0%
-107.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +1.4% |
| 7D | +3.7% | +3.9% | -0.2% | +1.2% |
| 30D | +10.4% | +6.8% | +3.6% | +5.7% |
| 3M | -31.6% | +7.7% | -39.3% | -34.4% |
| 6M | -45.1% | +32.9% | -78.0% | -53.0% |
| YTD | -65.1% | +33.9% | -99.0% | -70.0% |
| 1Y | -72.0% | +33.0% | -105.0% | -76.0% |
| All | -72.0% | +35.0% | -107.0% | -76.0% |
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 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