+62.8%
META vs TSEM
+657.0%
-594.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.8% | -6.9% | -0.4% |
| 7D | +6.7% | +6.9% | -0.2% | +5.4% |
| 30D | +4.8% | +5.3% | -0.5% | +3.2% |
| 3M | -1.6% | -14.9% | +13.3% | -1.0% |
| 6M | -7.5% | +80.0% | -87.5% | -24.0% |
| YTD | -6.4% | +89.4% | -95.8% | -25.1% |
| 1Y | -17.3% | +253.1% | -270.4% | -45.6% |
| 3Y | +109.9% | +642.1% | -532.2% | +4.6% |
| All | +62.8% | +657.0% | -594.2% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling