+80.5%
TSEM vs MET
+35.0%
+45.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.2% | -11.0% | -8.7% |
| 7D | -23.1% | +3.9% | -27.0% | -23.1% |
| 30D | -40.4% | +6.8% | -47.2% | -40.5% |
| 3M | -37.9% | +7.7% | -45.5% | -38.3% |
| 6M | -30.8% | +32.9% | -63.7% | -36.5% |
| YTD | +26.7% | +33.9% | -7.2% | +11.4% |
| 1Y | +80.5% | +33.0% | +47.5% | +60.8% |
| All | +80.5% | +35.0% | +45.5% | +60.8% |
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