+1,527.5%
META vs TXN
+1,190.6%
+336.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.1% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | -6.9% | +11.7% | +8.3% |
| 3M | -1.6% | -14.9% | +13.3% | +4.7% |
| 6M | -7.5% | +29.0% | -36.5% | -22.7% |
| YTD | -6.4% | +51.5% | -57.9% | -29.1% |
| 1Y | -17.3% | +41.6% | -58.9% | -35.5% |
| 3Y | +109.9% | +65.8% | +44.1% | +40.6% |
| 5Y | +65.4% | +56.8% | +8.5% | +16.3% |
| 10Y | +391.8% | +387.5% | +4.3% | +95.8% |
| All | +1,527.5% | +1,190.6% | +336.9% | +387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling