+79.1%
META vs TXT
+11.0%
+68.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.3% | -3.1% |
| 7D | -3.1% | -2.5% | -0.6% | -1.8% |
| 30D | -18.1% | +12.8% | -31.0% | -23.8% |
| 3M | +2.9% | -3.6% | +6.5% | +4.3% |
| 6M | +0.2% | -6.9% | +7.1% | +2.6% |
| YTD | -8.1% | -2.2% | -5.9% | -10.4% |
| 1Y | -4.5% | +6.3% | -10.8% | -12.1% |
| 3Y | +94.2% | +10.3% | +83.9% | +65.5% |
| 5Y | +79.1% | +10.6% | +68.4% | +45.2% |
| All | +79.1% | +11.0% | +68.1% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling