+62.8%
META vs TE
-47.8%
+110.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +6.7% | -4.0% | +10.7% | +7.0% |
| 30D | +4.8% | -15.9% | +20.7% | +5.9% |
| 3M | -1.6% | -60.5% | +58.9% | +4.2% |
| 6M | -7.5% | -35.2% | +27.7% | -7.3% |
| YTD | -6.4% | -31.1% | +24.7% | -7.7% |
| 1Y | -17.3% | +148.6% | -166.0% | -29.3% |
| 3Y | +109.9% | -26.4% | +136.3% | +100.6% |
| All | +62.8% | -47.8% | +110.6% | +51.5% |
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