+1,815.4%
TSM vs MET
+245.0%
+1,570.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +4.8% | -0.8% | +5.5% | +5.0% |
| 30D | +4.0% | -1.4% | +5.4% | +4.4% |
| 3M | +2.0% | +12.5% | -10.5% | -3.1% |
| 6M | +25.5% | +37.1% | -11.6% | +10.5% |
| YTD | +44.0% | +23.8% | +20.2% | +31.4% |
| 1Y | +75.4% | +24.1% | +51.3% | +59.5% |
| 3Y | +406.7% | +65.2% | +341.5% | +306.1% |
| 5Y | +285.0% | +82.3% | +202.7% | +194.0% |
| 10Y | +1,815.4% | +241.6% | +1,573.8% | +1,034.3% |
| All | +1,815.4% | +245.0% | +1,570.3% | +1,034.3% |
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