+0.8%
META vs TSM
+34.7%
-33.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +1.9% |
| 7D | +2.9% | -10.0% | +12.8% | +5.2% |
| 30D | -15.1% | -18.5% | +3.5% | -11.4% |
| 3M | +7.2% | -4.9% | +12.1% | +8.4% |
| 6M | +3.4% | -1.0% | +4.3% | +1.2% |
| YTD | -4.3% | +31.3% | -35.6% | -13.7% |
| 1Y | +0.8% | +36.0% | -35.2% | -10.4% |
| All | +0.8% | +34.7% | -33.9% | -10.4% |
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