+3,836.9%
TSM vs MET
+1,378.0%
+2,458.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.8% |
| 7D | -2.1% | +1.8% | -3.8% | -2.6% |
| 30D | -12.5% | +4.8% | -17.3% | -14.0% |
| 3M | -5.0% | +6.2% | -11.2% | -7.2% |
| 6M | -3.2% | +33.8% | -37.0% | -13.1% |
| YTD | +31.5% | +33.3% | -1.8% | +17.9% |
| 1Y | +35.7% | +36.3% | -0.6% | +20.6% |
| 3Y | +323.5% | +84.6% | +238.9% | +234.9% |
| 5Y | +263.4% | +87.7% | +175.7% | +183.2% |
| 10Y | +1,598.5% | +198.0% | +1,400.5% | +966.9% |
| All | +3,836.9% | +1,378.0% | +2,458.9% | +1,176.0% |
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