+1,527.5%
META vs TXT
+263.8%
+1,263.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | -4.8% | +11.5% | +8.5% |
| 30D | +4.8% | -10.6% | +15.4% | +8.8% |
| 3M | -1.6% | -13.2% | +11.5% | +2.7% |
| 6M | -7.5% | -20.3% | +12.9% | -0.8% |
| YTD | -6.4% | -9.3% | +2.9% | -4.5% |
| 1Y | -17.3% | -2.7% | -14.7% | -18.0% |
| 3Y | +109.9% | +1.4% | +108.5% | +103.2% |
| 5Y | +65.4% | +9.6% | +55.8% | +56.1% |
| 10Y | +391.8% | +94.9% | +296.9% | +269.9% |
| All | +1,527.5% | +263.8% | +1,263.6% | +1,035.5% |
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