+644.7%
TSEM vs MET
+82.9%
+561.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +4.7% | -0.8% | +5.5% | +4.9% |
| 30D | -14.2% | -1.4% | -12.9% | -13.9% |
| 3M | -5.0% | +12.5% | -17.6% | -10.4% |
| 6M | +87.6% | +37.1% | +50.5% | +62.2% |
| YTD | +84.4% | +23.8% | +60.7% | +65.4% |
| 1Y | +235.4% | +24.1% | +211.3% | +200.1% |
| 3Y | +668.0% | +65.2% | +602.8% | +522.9% |
| 5Y | +644.7% | +82.3% | +562.5% | +476.6% |
| All | +644.7% | +82.9% | +561.8% | +476.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling