+107.3%
META vs TXN
+66.6%
+40.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | -6.9% | +11.7% | +6.6% |
| 3M | -1.6% | -14.9% | +13.3% | +1.8% |
| 6M | -7.5% | +29.0% | -36.5% | -16.7% |
| YTD | -6.4% | +51.5% | -57.9% | -20.7% |
| 1Y | -17.3% | +41.6% | -58.9% | -28.4% |
| All | +107.3% | +66.6% | +40.7% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling