+81.9%
META vs T
+52.3%
+29.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -15.4% | -10.6% | -4.8% | -14.5% |
| 3M | +3.5% | -7.7% | +11.3% | +4.2% |
| 6M | -0.3% | -13.3% | +13.0% | +1.1% |
| YTD | -7.3% | -8.8% | +1.4% | -7.3% |
| 1Y | -1.1% | -8.4% | +7.3% | -1.1% |
| 3Y | +95.1% | +59.6% | +35.4% | +68.5% |
| All | +81.9% | +52.3% | +29.6% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling