+341.5%
TSM vs MET
+85.5%
+256.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +2.5% |
| 7D | -2.5% | +1.3% | -3.8% | -2.8% |
| 30D | -14.3% | +4.0% | -18.3% | -15.3% |
| 3M | -7.2% | +4.6% | -11.8% | -8.6% |
| 6M | -5.1% | +32.8% | -37.9% | -14.5% |
| YTD | +28.9% | +32.3% | -3.4% | +15.7% |
| 1Y | +37.1% | +37.1% | -0.1% | +21.1% |
| 3Y | +341.5% | +86.8% | +254.6% | +221.1% |
| All | +341.5% | +85.5% | +256.0% | +221.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling