+430.9%
TTD vs MET
+266.6%
+164.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | +20.8% | 0.0% | +20.7% | +21.0% |
| 30D | +33.8% | +3.4% | +30.5% | +31.7% |
| 3M | +17.8% | +7.0% | +10.9% | +13.9% |
| 6M | -25.7% | +34.6% | -60.4% | -36.4% |
| YTD | -57.9% | +34.0% | -91.9% | -64.0% |
| 1Y | -63.8% | +35.9% | -99.8% | -69.3% |
| 3Y | -75.0% | +85.5% | -160.5% | -82.3% |
| 5Y | -82.5% | +87.8% | -170.3% | -87.6% |
| 10Y | +527.9% | +199.7% | +328.2% | +226.8% |
| All | +430.9% | +266.6% | +164.3% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling