+397.0%
TSM vs MET
+69.5%
+327.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.4% |
| 7D | +2.7% | +1.2% | +1.6% | +2.3% |
| 30D | +3.6% | +1.4% | +2.2% | +3.0% |
| 3M | -3.4% | +17.7% | -21.1% | -9.1% |
| 6M | +20.6% | +35.0% | -14.4% | +7.4% |
| YTD | +41.9% | +26.3% | +15.6% | +29.1% |
| 1Y | +84.4% | +22.8% | +61.5% | +69.0% |
| All | +397.0% | +69.5% | +327.5% | +284.1% |
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