+443.1%
TTMI vs MET
+698.1%
-255.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.5% | +9.6% |
| 7D | +5.9% | +1.2% | +4.7% | +5.2% |
| 30D | -4.3% | +1.4% | -5.7% | -5.0% |
| 3M | -32.0% | +17.7% | -49.7% | -37.9% |
| 6M | +19.5% | +35.0% | -15.5% | +2.5% |
| YTD | +82.0% | +26.3% | +55.7% | +60.2% |
| 1Y | +172.6% | +22.8% | +149.8% | +142.5% |
| 3Y | +744.7% | +65.9% | +678.7% | +546.3% |
| 5Y | +805.6% | +85.4% | +720.2% | +550.4% |
| 10Y | +1,057.6% | +253.7% | +803.9% | +478.7% |
| All | +443.1% | +698.1% | -255.0% | +37.4% |
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