+81.9%
META vs TE
-79.6%
+161.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.6% |
| 7D | -0.8% | -12.6% | +11.8% | +0.1% |
| 30D | -15.4% | -36.7% | +21.3% | -12.7% |
| 3M | +3.5% | -57.5% | +61.0% | +9.6% |
| 6M | -0.3% | -55.2% | +54.9% | +2.7% |
| YTD | -7.3% | -64.7% | +57.3% | -4.4% |
| 1Y | -1.1% | -35.9% | +34.8% | -4.2% |
| 3Y | +95.1% | -31.8% | +126.9% | +72.8% |
| All | +81.9% | -79.6% | +161.5% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling