+62.8%
META vs TAP
+2.2%
+60.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.7% | -2.3% | +9.0% | +7.0% |
| 30D | +4.8% | -2.1% | +6.9% | +5.0% |
| 3M | -1.6% | +6.6% | -8.2% | -2.4% |
| 6M | -7.5% | -11.5% | +4.0% | -6.1% |
| YTD | -6.4% | -10.3% | +3.9% | -5.7% |
| 1Y | -17.3% | -14.4% | -3.0% | -16.1% |
| 3Y | +109.9% | -28.3% | +138.2% | +118.9% |
| All | +62.8% | +2.2% | +60.6% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling