+3,758.8%
TSM vs MET
+1,366.8%
+2,392.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | +0.1% | +2.3% |
| 7D | -2.5% | +1.3% | -3.8% | -2.9% |
| 30D | -14.3% | +4.0% | -18.3% | -15.5% |
| 3M | -7.2% | +4.6% | -11.8% | -8.9% |
| 6M | -5.1% | +32.8% | -37.9% | -14.6% |
| YTD | +28.9% | +32.3% | -3.4% | +15.9% |
| 1Y | +37.1% | +37.1% | -0.1% | +21.6% |
| 3Y | +341.5% | +86.8% | +254.6% | +247.8% |
| 5Y | +245.7% | +87.4% | +158.3% | +169.6% |
| 10Y | +1,502.2% | +209.9% | +1,292.3% | +892.4% |
| All | +3,758.8% | +1,366.8% | +2,392.0% | +1,153.8% |
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