+1,563.7%
META vs TER
+1,767.3%
-203.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.8% | +8.3% | +3.4% |
| 7D | +2.9% | -19.9% | +22.7% | +9.2% |
| 30D | -15.1% | -43.5% | +28.5% | -0.7% |
| 3M | +7.2% | -37.8% | +45.0% | +20.4% |
| 6M | +3.4% | -25.6% | +28.9% | +4.6% |
| YTD | -4.3% | +29.8% | -34.1% | -22.9% |
| 1Y | +0.8% | +43.2% | -42.4% | -22.0% |
| 3Y | +102.2% | +189.3% | -87.1% | +10.1% |
| 5Y | +89.4% | +76.9% | +12.5% | +20.5% |
| 10Y | +426.7% | +1,059.7% | -632.9% | +94.8% |
| All | +1,563.7% | +1,767.3% | -203.6% | +498.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling