+436.0%
META vs TSEM
+839.5%
-403.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.8% |
| 7D | +3.3% | -9.5% | +12.8% | +5.4% |
| 30D | -10.8% | -35.5% | +24.7% | -1.7% |
| 3M | +7.9% | -41.6% | +49.5% | +20.5% |
| 6M | +5.4% | -30.1% | +35.4% | +6.8% |
| YTD | -2.6% | +25.7% | -28.3% | -20.2% |
| 1Y | +1.9% | +50.5% | -48.6% | -22.0% |
| 3Y | +97.0% | +501.7% | -404.8% | -11.5% |
| 5Y | +97.6% | +310.9% | -213.3% | -0.4% |
| 10Y | +436.0% | +849.8% | -413.8% | +89.9% |
| All | +436.0% | +839.5% | -403.5% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling