-27.7%
TSEM vs MET
+1,300.1%
-1,327.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +8.4% |
| 7D | +6.9% | +1.2% | +5.7% | +6.4% |
| 30D | +5.3% | +1.4% | +3.9% | +4.7% |
| 3M | -14.9% | +17.7% | -32.6% | -20.1% |
| 6M | +80.0% | +35.0% | +45.0% | +61.5% |
| YTD | +89.4% | +26.3% | +63.1% | +72.8% |
| 1Y | +253.1% | +22.8% | +230.3% | +225.3% |
| 3Y | +642.1% | +65.9% | +576.2% | +516.5% |
| 5Y | +659.1% | +85.4% | +573.7% | +496.6% |
| 10Y | +1,291.4% | +253.7% | +1,037.7% | +749.1% |
| All | -27.7% | +1,300.1% | -1,327.8% | -69.9% |
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