+379.4%
TTD vs MET
+245.6%
+133.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.5% |
| 7D | +6.3% | +1.2% | +5.2% | +5.8% |
| 30D | -23.9% | +1.4% | -25.3% | -24.3% |
| 3M | -31.4% | +17.7% | -49.1% | -37.0% |
| 6M | -42.7% | +35.0% | -77.7% | -51.1% |
| YTD | -62.0% | +26.3% | -88.3% | -66.5% |
| 1Y | -72.2% | +22.8% | -95.0% | -75.2% |
| 3Y | -81.9% | +65.9% | -147.9% | -86.5% |
| 5Y | -81.5% | +85.4% | -166.9% | -86.8% |
| All | +379.4% | +245.6% | +133.8% | +127.3% |
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