+81.9%
META vs TXN
+64.5%
+17.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -0.8% | -7.8% | +7.0% | +2.7% |
| 30D | -15.4% | -3.6% | -11.9% | -14.3% |
| 3M | +3.5% | +0.1% | +3.4% | +2.7% |
| 6M | -0.3% | -3.2% | +2.9% | -1.6% |
| YTD | -7.3% | +63.4% | -70.7% | -34.1% |
| 1Y | -1.1% | +75.6% | -76.7% | -33.0% |
| 3Y | +95.1% | +104.0% | -9.0% | -1.4% |
| All | +81.9% | +64.5% | +17.4% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling