+93.4%
META vs TFC
+84.5%
+8.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -1.9% | -3.2% |
| 7D | -3.1% | +1.1% | -4.2% | -3.5% |
| 30D | -18.1% | +7.8% | -25.9% | -20.4% |
| 3M | +2.9% | -4.8% | +7.6% | +4.6% |
| 6M | +0.2% | +1.8% | -1.6% | -1.0% |
| YTD | -8.1% | +4.4% | -12.5% | -10.5% |
| 1Y | -4.5% | +18.0% | -22.5% | -11.4% |
| All | +93.4% | +84.5% | +8.9% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling