+62.8%
META vs TSM
+273.4%
-210.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | -0.4% |
| 7D | +6.7% | +2.7% | +4.0% | +5.3% |
| 30D | +4.8% | +3.6% | +1.2% | +2.9% |
| 3M | -1.6% | -3.4% | +1.7% | -1.9% |
| 6M | -7.5% | +20.6% | -28.1% | -18.4% |
| YTD | -6.4% | +41.9% | -48.3% | -24.8% |
| 1Y | -17.3% | +84.4% | -101.7% | -43.1% |
| 3Y | +109.9% | +380.2% | -270.3% | -26.3% |
| All | +62.8% | +273.4% | -210.6% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling