+17.4%
TTMI vs MET
+31.9%
-14.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.6% | -2.8% |
| 7D | +11.4% | +4.5% | +6.9% | +11.7% |
| 30D | -28.3% | +3.5% | -31.8% | -28.2% |
| 3M | -46.7% | +5.9% | -52.6% | -46.4% |
| 6M | -56.1% | +33.1% | -89.2% | -59.0% |
| YTD | +7.4% | +33.6% | -26.2% | -5.5% |
| 1Y | +17.4% | +32.7% | -15.3% | +3.0% |
| All | +17.4% | +31.9% | -14.5% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling