+462.9%
META vs TSEM
+805.6%
-342.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.9% | +9.8% | +4.6% |
| 7D | +5.2% | +7.0% | -1.8% | +3.1% |
| 30D | -13.0% | -29.8% | +16.8% | -6.2% |
| 3M | +7.9% | -41.9% | +49.9% | +20.6% |
| 6M | +4.2% | -45.8% | +50.0% | +14.3% |
| YTD | -2.5% | +25.1% | -27.6% | -20.4% |
| 1Y | +5.6% | +48.2% | -42.7% | -18.9% |
| 3Y | +96.8% | +476.5% | -379.7% | -10.9% |
| 5Y | +90.0% | +301.4% | -211.4% | -4.0% |
| All | +462.9% | +805.6% | -342.7% | +88.8% |
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