+462.9%
META vs TXN
+467.5%
-4.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +4.3% |
| 7D | +5.2% | +9.5% | -4.3% | +0.4% |
| 30D | -13.0% | +8.7% | -21.7% | -17.1% |
| 3M | +7.9% | +11.6% | -3.6% | +1.1% |
| 6M | +4.2% | +0.1% | +4.1% | +1.2% |
| YTD | -2.5% | +78.8% | -81.3% | -33.8% |
| 1Y | +5.6% | +91.2% | -85.6% | -31.3% |
| 3Y | +96.8% | +125.8% | -29.0% | +5.4% |
| 5Y | +90.0% | +83.8% | +6.2% | +18.4% |
| All | +462.9% | +467.5% | -4.6% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling