+84.7%
META vs TSEM
+333.8%
-249.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +3.1% | +20.5% | -17.5% | -0.4% |
| 30D | -18.2% | -29.0% | +10.7% | -13.8% |
| 3M | +7.8% | -39.4% | +47.2% | +16.0% |
| 6M | +3.6% | -28.5% | +32.1% | +4.4% |
| YTD | -5.3% | +34.4% | -39.7% | -20.4% |
| 1Y | +2.7% | +48.3% | -45.6% | -16.5% |
| 3Y | +91.5% | +543.5% | -452.0% | -5.8% |
| 5Y | +84.7% | +331.4% | -246.7% | +9.4% |
| All | +84.7% | +333.8% | -249.1% | +9.4% |
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