+1,511.3%
META vs TSEM
+990.0%
+521.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | -0.1% |
| 7D | -0.8% | -17.5% | +16.7% | +2.5% |
| 30D | -15.4% | -44.7% | +29.3% | -6.4% |
| 3M | +3.5% | -38.9% | +42.4% | +11.5% |
| 6M | -0.3% | -36.7% | +36.4% | +3.3% |
| YTD | -7.3% | +17.0% | -24.3% | -17.3% |
| 1Y | -1.1% | +62.8% | -63.9% | -18.5% |
| 3Y | +95.1% | +471.3% | -376.2% | +19.3% |
| 5Y | +80.6% | +290.3% | -209.7% | +18.5% |
| 10Y | +410.1% | +790.1% | -379.9% | +188.9% |
| All | +1,511.3% | +990.0% | +521.3% | +856.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling