-83.3%
TTD vs MET
+66.4%
-149.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -1.6% |
| 7D | +1.7% | +1.1% | +0.6% | +1.2% |
| 30D | +1.6% | -2.3% | +3.9% | +3.1% |
| 3M | -27.8% | +13.9% | -41.7% | -32.7% |
| 6M | -52.1% | +34.8% | -86.9% | -59.4% |
| YTD | -63.1% | +23.5% | -86.6% | -67.1% |
| 1Y | -73.1% | +23.4% | -96.5% | -76.1% |
| 3Y | -83.3% | +64.9% | -148.2% | -87.2% |
| All | -83.3% | +66.4% | -149.7% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling