+196.9%
META vs TE
-76.6%
+273.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.1% | +5.3% |
| 7D | +5.7% | -10.5% | +16.3% | +6.5% |
| 30D | -10.8% | -32.4% | +21.7% | -8.4% |
| 3M | +8.4% | -60.9% | +69.3% | +15.3% |
| 6M | +5.4% | -62.8% | +68.2% | +10.2% |
| YTD | -2.6% | -65.7% | +63.1% | +0.6% |
| 1Y | +3.5% | -39.9% | +43.4% | +1.0% |
| 3Y | +102.0% | +10.6% | +91.4% | +68.1% |
| 5Y | +93.1% | -79.7% | +172.7% | +92.2% |
| All | +196.9% | -76.6% | +273.5% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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