+425.7%
META vs TXN
+471.9%
-46.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.5% | +1.8% |
| 7D | +5.7% | -2.1% | +7.8% | +6.6% |
| 30D | -10.8% | +4.7% | -15.5% | -13.2% |
| 3M | +8.4% | +3.9% | +4.5% | +5.5% |
| 6M | +5.4% | +3.8% | +1.6% | +0.4% |
| YTD | -2.6% | +74.2% | -76.8% | -32.9% |
| 1Y | +3.5% | +88.2% | -84.7% | -32.1% |
| 3Y | +102.0% | +124.0% | -22.0% | +8.5% |
| 5Y | +93.1% | +78.4% | +14.7% | +22.3% |
| 10Y | +425.7% | +455.6% | -29.9% | +65.0% |
| All | +425.7% | +471.9% | -46.2% | +65.0% |
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