+1.9%
META vs TXN
+86.5%
-84.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.5% | +4.3% |
| 7D | +5.7% | -2.1% | +7.8% | +5.9% |
| 30D | -10.8% | +4.7% | -15.5% | -11.2% |
| 3M | +8.4% | +3.9% | +4.5% | +8.1% |
| 6M | +5.4% | +3.8% | +1.6% | +5.1% |
| YTD | -2.6% | +74.2% | -76.8% | -10.0% |
| All | +1.9% | +86.5% | -84.7% | -6.2% |
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