+419.8%
TXN vs MET
+249.3%
+170.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | +4.0% | -0.5% | +4.5% | +4.2% |
| 30D | -2.9% | +0.5% | -3.3% | -3.2% |
| 3M | -9.1% | +11.6% | -20.7% | -14.2% |
| 6M | +36.6% | +40.8% | -4.1% | +15.3% |
| YTD | +57.5% | +25.7% | +31.8% | +39.7% |
| 1Y | +49.5% | +24.4% | +25.2% | +33.0% |
| 3Y | +76.5% | +67.5% | +9.1% | +36.2% |
| 5Y | +62.4% | +85.8% | -23.4% | +17.6% |
| All | +419.8% | +249.3% | +170.5% | +176.6% |
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