+28.2%
META vs TEM
+79.0%
-50.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.7% | +8.6% | +3.4% |
| 7D | +5.2% | -5.9% | +11.0% | +5.7% |
| 30D | -13.0% | +4.8% | -17.8% | -13.6% |
| 3M | +7.9% | +31.9% | -23.9% | +4.0% |
| 6M | +4.2% | +56.0% | -51.7% | -1.6% |
| YTD | -2.5% | +21.3% | -23.8% | -6.5% |
| 1Y | +5.6% | +5.4% | +0.2% | +2.5% |
| All | +28.2% | +79.0% | -50.8% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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