+404.3%
META vs TSM
+1,441.4%
-1,037.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | -2.1% |
| 7D | -0.8% | -7.6% | +6.8% | +2.5% |
| 30D | -15.4% | -20.5% | +5.1% | -6.4% |
| 3M | +3.5% | -10.0% | +13.5% | +7.9% |
| 6M | -0.3% | -10.1% | +9.8% | +1.6% |
| YTD | -7.3% | +24.5% | -31.8% | -20.4% |
| 1Y | -1.1% | +31.2% | -32.3% | -17.5% |
| 3Y | +95.1% | +322.0% | -226.9% | -16.8% |
| 5Y | +80.6% | +245.3% | -164.7% | -16.5% |
| All | +404.3% | +1,441.4% | -1,037.1% | +5.4% |
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 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