+23.2%
META vs TEM
+61.6%
-38.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | +0.9% | +5.8% | +6.6% |
| 30D | +4.8% | +38.4% | -33.6% | +1.0% |
| 3M | -1.6% | +23.7% | -25.3% | -4.3% |
| 6M | -7.5% | +26.0% | -33.5% | -10.7% |
| YTD | -6.4% | +9.4% | -15.8% | -8.7% |
| 1Y | -17.3% | -17.3% | -0.1% | -17.7% |
| All | +23.2% | +61.6% | -38.4% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling