+404.3%
META vs TFC
+90.2%
+314.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.1% |
| 7D | -0.8% | +1.2% | -2.0% | -1.2% |
| 30D | -15.4% | +8.3% | -23.7% | -17.8% |
| 3M | +3.5% | -5.2% | +8.7% | +5.2% |
| 6M | -0.3% | -0.8% | +0.5% | -0.5% |
| YTD | -7.3% | +3.4% | -10.8% | -9.0% |
| 1Y | -1.1% | +17.0% | -18.1% | -6.9% |
| 3Y | +95.1% | +86.2% | +8.9% | +55.2% |
| 5Y | +80.6% | -2.3% | +82.9% | +73.7% |
| All | +404.3% | +90.2% | +314.1% | +330.1% |
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