+802.2%
TTMI vs MET
+82.5%
+719.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -2.1% |
| 7D | +6.0% | -2.5% | +8.5% | +7.2% |
| 30D | -6.4% | 0.0% | -6.4% | -6.6% |
| 3M | -28.9% | +13.1% | -42.0% | -34.1% |
| 6M | +26.9% | +39.0% | -12.1% | +4.8% |
| YTD | +77.3% | +25.2% | +52.1% | +53.7% |
| 1Y | +147.5% | +25.6% | +121.9% | +113.4% |
| 3Y | +847.6% | +67.1% | +780.6% | +580.9% |
| 5Y | +802.2% | +85.1% | +717.1% | +522.9% |
| All | +802.2% | +82.5% | +719.7% | +522.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling