+230.1%
META vs TXG
+21.5%
+208.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.5% |
| 7D | +6.0% | +9.4% | -3.3% | +4.2% |
| 30D | +3.6% | +26.1% | -22.5% | -1.5% |
| 3M | +4.9% | +124.8% | -119.9% | -12.4% |
| 6M | -4.7% | +215.2% | -219.9% | -26.5% |
| YTD | -6.9% | +302.2% | -309.1% | -32.4% |
| 1Y | -18.2% | +370.9% | -389.1% | -43.6% |
| 3Y | +107.8% | +38.5% | +69.2% | +73.0% |
| 5Y | +63.9% | -64.4% | +128.3% | +62.3% |
| All | +230.1% | +21.5% | +208.6% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TXG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling