+436.0%
META vs TAP
-48.8%
+484.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.3% | -4.5% | +7.8% | +4.0% |
| 30D | -10.8% | +7.5% | -18.2% | -12.1% |
| 3M | +7.9% | -4.9% | +12.8% | +8.5% |
| 6M | +5.4% | -3.5% | +8.9% | +5.6% |
| YTD | -2.6% | -11.4% | +8.8% | -1.5% |
| 1Y | +1.9% | -10.8% | +12.7% | +2.7% |
| 3Y | +97.0% | -24.5% | +121.4% | +102.7% |
| 5Y | +97.6% | +2.5% | +95.2% | +87.8% |
| 10Y | +436.0% | -47.6% | +483.6% | +458.8% |
| All | +436.0% | -48.8% | +484.9% | +458.8% |
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