+462.9%
META vs T
+60.4%
+402.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +2.5% | +2.6% | +4.6% |
| 30D | -13.0% | -3.8% | -9.2% | -12.5% |
| 3M | +7.9% | -8.7% | +16.7% | +9.6% |
| 6M | +4.2% | -8.1% | +12.4% | +5.5% |
| YTD | -2.5% | -6.4% | +3.9% | -2.5% |
| 1Y | +5.6% | -9.8% | +15.3% | +6.5% |
| 3Y | +96.8% | +65.5% | +31.3% | +62.4% |
| 5Y | +90.0% | +57.0% | +33.1% | +57.5% |
| All | +462.9% | +60.4% | +402.6% | +369.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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