+63.9%
META vs TXN
+58.3%
+5.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +6.0% | +2.2% | +3.8% | +5.0% |
| 30D | +3.6% | -9.5% | +13.1% | +8.4% |
| 3M | +4.9% | -10.5% | +15.4% | +8.6% |
| 6M | -4.7% | +35.4% | -40.1% | -23.5% |
| YTD | -6.9% | +51.8% | -58.6% | -31.1% |
| 1Y | -18.2% | +42.9% | -61.1% | -37.7% |
| 3Y | +107.8% | +71.3% | +36.4% | +21.5% |
| 5Y | +63.9% | +58.0% | +5.9% | +5.2% |
| All | +63.9% | +58.3% | +5.6% | +5.2% |
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 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