+0.6%
META vs TSM
+43.0%
-42.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.2% | -2.9% |
| 7D | -0.2% | +4.4% | -4.6% | -1.3% |
| 30D | -15.4% | -7.0% | -8.4% | -14.3% |
| 3M | +5.0% | -1.8% | +6.8% | +5.2% |
| 6M | +5.2% | +2.7% | +2.5% | +2.1% |
| YTD | -4.5% | +37.1% | -41.6% | -14.1% |
| 1Y | +0.6% | +43.5% | -42.9% | -10.3% |
| All | +0.6% | +43.0% | -42.4% | -10.3% |
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