+228.6%
META vs TXG
+9.8%
+218.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.4% |
| 7D | -0.8% | -15.4% | +14.7% | +2.2% |
| 30D | -15.4% | -22.1% | +6.7% | -12.0% |
| 3M | +3.5% | +30.0% | -26.5% | -4.0% |
| 6M | -0.3% | +160.7% | -161.0% | -20.8% |
| YTD | -7.3% | +263.5% | -270.8% | -32.5% |
| 1Y | -1.1% | +356.0% | -357.1% | -32.0% |
| 3Y | +95.1% | +53.4% | +41.7% | +55.8% |
| 5Y | +80.6% | -66.7% | +147.3% | +79.0% |
| All | +228.6% | +9.8% | +218.8% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling