+62.8%
META vs TXG
-66.1%
+128.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | +1.8% | +4.9% | +6.3% |
| 30D | +4.8% | +32.0% | -27.3% | -1.9% |
| 3M | -1.6% | +87.0% | -88.6% | -15.5% |
| 6M | -7.5% | +180.1% | -187.5% | -28.1% |
| YTD | -6.4% | +284.1% | -290.5% | -32.9% |
| 1Y | -17.3% | +361.7% | -379.0% | -44.4% |
| 3Y | +109.9% | +15.9% | +94.0% | +85.5% |
| All | +62.8% | -66.1% | +128.9% | +65.3% |
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