+1,497.9%
META vs TXT
+292.3%
+1,205.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.3% | -3.4% |
| 7D | -3.1% | -2.5% | -0.6% | -2.3% |
| 30D | -18.1% | +12.8% | -31.0% | -21.7% |
| 3M | +2.9% | -3.6% | +6.5% | +3.7% |
| 6M | +0.2% | -6.9% | +7.1% | +1.7% |
| YTD | -8.1% | -2.2% | -5.9% | -9.0% |
| 1Y | -4.5% | +6.3% | -10.8% | -8.3% |
| 3Y | +94.2% | +10.3% | +83.9% | +82.2% |
| 5Y | +79.1% | +10.6% | +68.4% | +67.2% |
| 10Y | +405.9% | +121.0% | +284.9% | +264.7% |
| All | +1,497.9% | +292.3% | +1,205.6% | +982.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling