+1,497.9%
META vs TAP
+52.9%
+1,445.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.8% | -3.6% |
| 7D | -3.1% | +7.7% | -10.8% | -4.5% |
| 30D | -18.1% | +14.4% | -32.5% | -20.3% |
| 3M | +2.9% | +2.0% | +0.8% | +2.2% |
| 6M | +0.2% | +2.5% | -2.3% | -0.7% |
| YTD | -8.1% | -6.4% | -1.7% | -7.9% |
| 1Y | -4.5% | -2.3% | -2.2% | -5.3% |
| 3Y | +94.2% | -20.3% | +114.5% | +98.2% |
| 5Y | +79.1% | +6.9% | +72.2% | +68.9% |
| 10Y | +405.9% | -46.3% | +452.2% | +431.9% |
| All | +1,497.9% | +52.9% | +1,445.0% | +1,421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling