+396.5%
TTMI vs MET
+197.3%
+199.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.6% | -3.3% |
| 7D | +11.4% | +4.5% | +6.9% | +9.1% |
| 30D | -28.3% | +3.5% | -31.8% | -29.8% |
| 3M | -46.7% | +5.9% | -52.6% | -48.6% |
| 6M | -56.1% | +33.1% | -89.2% | -63.1% |
| YTD | +7.4% | +33.6% | -26.2% | -10.3% |
| 1Y | +17.4% | +32.7% | -15.3% | -1.5% |
| 3Y | +429.1% | +85.0% | +344.1% | +265.3% |
| 5Y | +418.8% | +85.6% | +333.2% | +254.5% |
| All | +396.5% | +197.3% | +199.2% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling