-52.2%
TSEM vs MET
+1,381.0%
-1,433.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -7.2% |
| 7D | +7.0% | +4.5% | +2.5% | +5.5% |
| 30D | -29.8% | +3.5% | -33.3% | -30.7% |
| 3M | -41.9% | +5.9% | -47.9% | -43.2% |
| 6M | -45.8% | +33.1% | -78.8% | -51.3% |
| YTD | +25.1% | +33.6% | -8.5% | +11.8% |
| 1Y | +48.2% | +32.7% | +15.6% | +32.7% |
| 3Y | +476.5% | +85.0% | +391.4% | +361.2% |
| 5Y | +301.4% | +85.6% | +215.9% | +214.9% |
| 10Y | +812.9% | +198.8% | +614.1% | +486.1% |
| All | -52.2% | +1,381.0% | -1,433.2% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling