+1,527.5%
META vs TCOM
+294.4%
+1,233.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | -9.5% | +16.2% | +8.8% |
| 30D | +4.8% | -10.7% | +15.5% | +7.1% |
| 3M | -1.6% | -14.6% | +13.0% | +1.2% |
| 6M | -7.5% | -19.3% | +11.9% | -3.7% |
| YTD | -6.4% | -42.9% | +36.5% | +4.0% |
| 1Y | -17.3% | -43.8% | +26.4% | -7.9% |
| 3Y | +109.9% | +2.1% | +107.8% | +99.9% |
| 5Y | +65.4% | +31.2% | +34.1% | +41.1% |
| 10Y | +391.8% | -13.9% | +405.7% | +326.5% |
| All | +1,527.5% | +294.4% | +1,233.1% | +972.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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