+36.0%
TSM vs MET
+35.0%
+1.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.3% |
| 7D | -10.0% | +3.9% | -13.8% | -10.0% |
| 30D | -18.5% | +6.8% | -25.4% | -18.8% |
| 3M | -4.9% | +7.7% | -12.5% | -5.3% |
| 6M | -1.0% | +32.9% | -33.9% | -6.6% |
| YTD | +31.3% | +33.9% | -2.6% | +20.9% |
| 1Y | +36.0% | +33.0% | +3.0% | +24.8% |
| All | +36.0% | +35.0% | +1.0% | +24.8% |
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