+245.4%
META vs TXG
+20.5%
+224.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.7% | -4.6% | +3.2% |
| 7D | +5.7% | +5.5% | +0.2% | +4.4% |
| 30D | -10.8% | -19.3% | +8.6% | -7.8% |
| 3M | +8.4% | +25.0% | -16.6% | +1.6% |
| 6M | +5.4% | +201.2% | -195.8% | -18.7% |
| YTD | -2.6% | +298.8% | -301.4% | -30.3% |
| 1Y | +3.5% | +326.6% | -323.0% | -27.5% |
| 3Y | +102.0% | +78.3% | +23.7% | +56.1% |
| 5Y | +93.1% | -61.3% | +154.4% | +86.3% |
| All | +245.4% | +20.5% | +224.9% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling