+1,259.9%
TSEM vs MET
+248.0%
+1,011.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.1% | -4.4% |
| 7D | +0.9% | -2.5% | +3.4% | +1.9% |
| 30D | -16.6% | 0.0% | -16.6% | -16.7% |
| 3M | -10.9% | +13.1% | -24.0% | -16.4% |
| 6M | +78.0% | +39.0% | +39.0% | +52.3% |
| YTD | +77.2% | +25.2% | +52.0% | +57.7% |
| 1Y | +207.6% | +25.6% | +181.9% | +173.1% |
| 3Y | +637.8% | +67.1% | +570.8% | +476.8% |
| 5Y | +617.0% | +85.1% | +531.9% | +421.6% |
| All | +1,259.9% | +248.0% | +1,011.9% | +603.1% |
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