+425.7%
META vs TSM
+1,499.6%
-1,074.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +3.5% |
| 7D | +5.7% | -2.5% | +8.2% | +6.6% |
| 30D | -10.8% | -14.3% | +3.5% | -4.6% |
| 3M | +8.4% | -7.2% | +15.6% | +11.4% |
| 6M | +5.4% | -5.1% | +10.5% | +4.8% |
| YTD | -2.6% | +28.9% | -31.5% | -17.6% |
| 1Y | +3.5% | +37.1% | -33.6% | -15.4% |
| 3Y | +102.0% | +341.5% | -239.5% | -15.7% |
| 5Y | +93.1% | +245.7% | -152.6% | -10.8% |
| 10Y | +425.7% | +1,502.2% | -1,076.6% | +6.8% |
| All | +425.7% | +1,499.6% | -1,074.0% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling