+1,497.9%
META vs T
+135.2%
+1,362.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -3.9% |
| 7D | -3.1% | +4.3% | -7.4% | -4.0% |
| 30D | -18.1% | -9.7% | -8.4% | -16.5% |
| 3M | +2.9% | -4.3% | +7.2% | +3.4% |
| 6M | +0.2% | -13.7% | +13.9% | +2.9% |
| YTD | -8.1% | -8.0% | -0.1% | -7.7% |
| 1Y | -4.5% | -6.9% | +2.4% | -4.5% |
| 3Y | +94.2% | +59.7% | +34.5% | +61.7% |
| 5Y | +79.1% | +53.4% | +25.7% | +49.0% |
| 10Y | +405.9% | +58.2% | +347.7% | +312.3% |
| All | +1,497.9% | +135.2% | +1,362.7% | +908.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling