+462.9%
META vs TAP
-46.0%
+508.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.4% |
| 7D | +5.2% | +1.3% | +3.9% | +4.9% |
| 30D | -13.0% | +5.7% | -18.7% | -14.0% |
| 3M | +7.9% | -1.9% | +9.8% | +8.0% |
| 6M | +4.2% | +0.9% | +3.3% | +3.6% |
| YTD | -2.5% | -9.5% | +7.0% | -1.8% |
| 1Y | +5.6% | -9.0% | +14.5% | +6.1% |
| 3Y | +96.8% | -22.2% | +119.0% | +101.4% |
| 5Y | +90.0% | +1.2% | +88.8% | +81.3% |
| All | +462.9% | -46.0% | +508.9% | +465.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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