+364.1%
TTD vs MET
+242.7%
+121.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | -7.4% | -2.5% | -5.0% | -6.1% |
| 30D | +3.0% | 0.0% | +3.0% | +3.1% |
| 3M | -27.6% | +13.1% | -40.6% | -32.0% |
| 6M | -49.5% | +39.0% | -88.5% | -57.6% |
| YTD | -63.2% | +25.2% | -88.4% | -67.4% |
| 1Y | -69.7% | +25.6% | -95.4% | -73.3% |
| 3Y | -83.3% | +67.1% | -150.4% | -87.6% |
| 5Y | -80.8% | +85.1% | -165.9% | -86.2% |
| All | +364.1% | +242.7% | +121.5% | +121.1% |
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