+425.7%
META vs TXT
+115.3%
+310.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.3% |
| 7D | +5.7% | -3.5% | +9.2% | +7.1% |
| 30D | -10.8% | +15.2% | -25.9% | -15.5% |
| 3M | +8.4% | -4.5% | +12.9% | +9.7% |
| 6M | +5.4% | -6.1% | +11.5% | +6.8% |
| YTD | -2.6% | -2.0% | -0.6% | -3.7% |
| 1Y | +3.5% | +4.2% | -0.7% | -0.2% |
| 3Y | +102.0% | +14.4% | +87.6% | +85.6% |
| 5Y | +93.1% | +12.3% | +80.7% | +77.3% |
| 10Y | +425.7% | +101.8% | +323.8% | +340.9% |
| All | +425.7% | +115.3% | +310.3% | +340.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling