+92.8%
META vs TE
+22.4%
+70.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.1% |
| 7D | -0.2% | -22.0% | +21.8% | +0.9% |
| 30D | -15.4% | -33.6% | +18.3% | -13.9% |
| 3M | +5.0% | -61.1% | +66.1% | +9.1% |
| 6M | +5.2% | -64.7% | +69.9% | +8.5% |
| YTD | -4.5% | -68.1% | +63.6% | -2.1% |
| 1Y | +0.6% | -51.7% | +52.3% | +0.5% |
| All | +92.8% | +22.4% | +70.4% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling