+96.8%
META vs TSM
+327.8%
-231.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.5% |
| 7D | +5.2% | +6.2% | -1.0% | +2.9% |
| 30D | -13.0% | -7.3% | -5.7% | -11.0% |
| 3M | +7.9% | -7.1% | +15.1% | +10.2% |
| 6M | +4.2% | +0.2% | +4.0% | +1.5% |
| YTD | -2.5% | +32.2% | -34.8% | -16.1% |
| 1Y | +5.6% | +42.8% | -37.2% | -12.1% |
| 3Y | +96.8% | +330.4% | -233.6% | -5.2% |
| All | +96.8% | +327.8% | -231.0% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling