+70.1%
TXN vs MET
+66.1%
+3.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | +2.0% | -2.5% | +4.4% | +3.2% |
| 30D | -8.0% | 0.0% | -8.0% | -8.1% |
| 3M | -7.8% | +13.1% | -20.8% | -14.1% |
| 6M | +32.4% | +39.0% | -6.6% | +8.8% |
| YTD | +51.7% | +25.2% | +26.5% | +31.9% |
| 1Y | +44.3% | +25.6% | +18.7% | +24.7% |
| All | +70.1% | +66.1% | +3.9% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling