+28.2%
META vs TEM
+101.4%
-73.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.4% |
| 7D | +3.3% | +3.5% | -0.2% | +2.9% |
| 30D | -10.8% | +13.5% | -24.3% | -12.0% |
| 3M | +7.9% | +46.3% | -38.4% | +3.0% |
| 6M | +5.4% | +61.5% | -56.1% | -0.8% |
| YTD | -2.6% | +36.4% | -39.0% | -7.5% |
| 1Y | +1.9% | +12.2% | -10.3% | -1.7% |
| All | +28.2% | +101.4% | -73.2% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling