-17.3%
META vs TSM
+87.4%
-104.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.5% |
| 7D | +6.7% | +2.7% | +4.0% | +6.2% |
| 30D | +4.8% | +3.6% | +1.2% | +4.0% |
| 3M | -1.6% | -3.4% | +1.7% | -1.5% |
| 6M | -7.5% | +20.6% | -28.1% | -14.6% |
| YTD | -6.4% | +41.9% | -48.3% | -16.2% |
| 1Y | -17.3% | +84.4% | -101.7% | -22.6% |
| All | -17.3% | +87.4% | -104.8% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 1y: compounded portfolio wealth divided by compounded TSM 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…
1y analysis · Full analysis span regression · 6 months rolling