+0.6%
META vs TXN
+97.3%
-96.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.4% |
| 7D | -0.2% | -0.5% | +0.3% | -0.3% |
| 30D | -15.4% | +10.5% | -25.9% | -16.3% |
| 3M | +5.0% | +10.7% | -5.7% | +3.9% |
| 6M | +5.2% | +5.1% | +0.1% | +4.4% |
| YTD | -4.5% | +82.5% | -87.0% | -12.2% |
| 1Y | +0.6% | +98.2% | -97.6% | -7.7% |
| All | +0.6% | +97.3% | -96.7% | -7.7% |
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