+107.3%
META vs TSEM
+629.0%
-521.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.8% | -6.9% | -0.1% |
| 7D | +6.7% | +6.9% | -0.2% | +5.7% |
| 30D | +4.8% | +5.3% | -0.5% | +3.6% |
| 3M | -1.6% | -14.9% | +13.3% | -0.9% |
| 6M | -7.5% | +80.0% | -87.5% | -21.7% |
| YTD | -6.4% | +89.4% | -95.8% | -22.7% |
| 1Y | -17.3% | +253.1% | -270.4% | -43.5% |
| All | +107.3% | +629.0% | -521.7% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling