+4,147.5%
TSM vs MET
+1,300.1%
+2,847.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 6M | +20.6% | +35.0% | -14.4% | +8.2% |
| YTD | +41.9% | +26.3% | +15.6% | +29.8% |
| 1Y | +84.4% | +22.8% | +61.5% | +69.9% |
| 3Y | +380.2% | +65.9% | +314.3% | +294.4% |
| 5Y | +275.3% | +85.4% | +190.0% | +193.9% |
| 10Y | +1,751.4% | +253.7% | +1,497.7% | +997.5% |
| All | +4,147.5% | +1,300.1% | +2,847.3% | +1,304.8% |
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 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