-80.6%
TTD vs MET
+82.8%
-163.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -1.3% |
| 7D | +1.7% | +1.1% | +0.6% | +1.1% |
| 30D | +1.6% | -2.3% | +3.9% | +3.4% |
| 3M | -27.8% | +13.9% | -41.7% | -33.8% |
| 6M | -52.1% | +34.8% | -86.9% | -61.0% |
| YTD | -63.1% | +23.5% | -86.6% | -68.1% |
| 1Y | -73.1% | +23.4% | -96.5% | -76.9% |
| 3Y | -83.3% | +64.9% | -148.2% | -89.0% |
| 5Y | -80.6% | +82.0% | -162.7% | -87.7% |
| All | -80.6% | +82.8% | -163.4% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling