+462.9%
META vs TFC
+79.2%
+383.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.5% |
| 7D | +5.2% | +2.3% | +2.9% | +4.4% |
| 30D | -13.0% | +10.8% | -23.8% | -16.0% |
| 3M | +7.9% | -3.8% | +11.7% | +9.2% |
| 6M | +4.2% | +9.6% | -5.3% | +0.6% |
| YTD | -2.5% | +5.8% | -8.3% | -5.0% |
| 1Y | +5.6% | +16.2% | -10.6% | -0.4% |
| 3Y | +96.8% | +96.0% | +0.8% | +53.6% |
| 5Y | +90.0% | +1.7% | +88.3% | +80.6% |
| All | +462.9% | +79.2% | +383.7% | +337.8% |
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