+447.1%
META vs TFC
+77.1%
+370.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -18.2% | +8.6% | -26.9% | -20.5% |
| 3M | +7.8% | -4.3% | +12.2% | +9.3% |
| 6M | +3.6% | +5.4% | -1.8% | +1.3% |
| YTD | -5.3% | +4.5% | -9.8% | -7.3% |
| 1Y | +2.7% | +14.0% | -11.3% | -2.4% |
| 3Y | +91.5% | +93.4% | -1.9% | +50.2% |
| 5Y | +84.7% | +0.5% | +84.2% | +76.2% |
| All | +447.1% | +77.1% | +370.0% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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