+86.4%
META vs TXG
-65.2%
+151.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | +5.2% | -1.8% | +7.0% | +5.5% |
| 30D | -13.0% | -20.4% | +7.4% | -9.5% |
| 3M | +7.9% | +0.1% | +7.9% | +5.6% |
| 6M | +4.2% | +176.2% | -171.9% | -19.9% |
| YTD | -2.5% | +256.8% | -259.3% | -30.7% |
| 1Y | +5.6% | +255.9% | -250.3% | -25.3% |
| 3Y | +96.8% | +60.2% | +36.6% | +53.8% |
| All | +86.4% | -65.2% | +151.6% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling