+1,497.9%
META vs TSM
+3,445.8%
-1,947.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.8% | +6.8% | +0.6% |
| 7D | -3.1% | -18.2% | +15.1% | +5.3% |
| 30D | -18.1% | -26.8% | +8.7% | -6.8% |
| 3M | +2.9% | -14.5% | +17.3% | +9.3% |
| 6M | +0.2% | -10.0% | +10.2% | +1.9% |
| YTD | -8.1% | +17.1% | -25.2% | -17.6% |
| 1Y | -4.5% | +21.5% | -26.1% | -16.0% |
| 3Y | +94.2% | +300.4% | -206.2% | -6.1% |
| 5Y | +79.1% | +224.7% | -145.6% | -6.6% |
| 10Y | +405.9% | +1,372.7% | -966.8% | +47.0% |
| All | +1,497.9% | +3,445.8% | -1,947.9% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling