-17.3%
META vs TXN
+44.3%
-61.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | -6.9% | +11.7% | +5.5% |
| 3M | -1.6% | -14.9% | +13.3% | -0.1% |
| 6M | -7.5% | +29.0% | -36.5% | -13.0% |
| YTD | -6.4% | +51.5% | -57.9% | -14.0% |
| 1Y | -17.3% | +41.6% | -58.9% | -23.4% |
| All | -17.3% | +44.3% | -61.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 1y: compounded portfolio wealth divided by compounded TXN 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…
1y analysis · Full analysis span regression · 6 months rolling