-69.9%
TTD vs MET
+24.4%
-94.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -4.6% | -0.8% | -3.8% | -4.1% |
| 30D | +3.7% | -1.4% | +5.0% | +4.6% |
| 3M | -30.2% | +12.5% | -42.7% | -33.9% |
| 6M | -51.4% | +37.1% | -88.5% | -57.9% |
| YTD | -63.4% | +23.8% | -87.2% | -66.7% |
| All | -69.9% | +24.4% | -94.3% | -72.5% |
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