+396.0%
TTD vs MET
+262.1%
+133.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +3.5% | +12.0% | +13.6% |
| 7D | +19.0% | +1.3% | +17.6% | +18.4% |
| 30D | +23.6% | +4.0% | +19.6% | +21.2% |
| 3M | +8.2% | +4.6% | +3.6% | +5.9% |
| 6M | -35.3% | +32.8% | -68.1% | -44.2% |
| YTD | -60.7% | +32.3% | -93.0% | -66.1% |
| 1Y | -65.3% | +37.1% | -102.4% | -70.7% |
| 3Y | -80.6% | +86.8% | -167.4% | -86.3% |
| 5Y | -84.6% | +87.4% | -172.0% | -89.1% |
| 10Y | +550.5% | +209.9% | +340.6% | +236.5% |
| All | +396.0% | +262.1% | +133.9% | +129.7% |
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 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