+62.8%
META vs TER
+197.9%
-135.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -0.5% |
| 7D | +6.7% | +0.6% | +6.1% | +6.4% |
| 30D | +4.8% | -8.3% | +13.0% | +6.6% |
| 3M | -1.6% | -12.2% | +10.6% | -2.3% |
| 6M | -7.5% | +17.1% | -24.5% | -19.4% |
| YTD | -6.4% | +84.7% | -91.1% | -32.4% |
| 1Y | -17.3% | +199.9% | -217.3% | -52.4% |
| 3Y | +109.9% | +232.8% | -122.8% | +2.3% |
| All | +62.8% | +197.9% | -135.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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