+93.1%
META vs TFC
-0.4%
+93.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.3% |
| 7D | +5.7% | +0.3% | +5.4% | +5.6% |
| 30D | -10.8% | +9.2% | -19.9% | -14.0% |
| 3M | +8.4% | -2.9% | +11.3% | +9.5% |
| 6M | +5.4% | +3.5% | +1.9% | +3.3% |
| YTD | -2.6% | +5.4% | -8.0% | -5.6% |
| 1Y | +3.5% | +17.3% | -13.8% | -4.3% |
| 3Y | +102.0% | +96.7% | +5.3% | +45.4% |
| 5Y | +93.1% | -1.1% | +94.2% | +105.8% |
| All | +93.1% | -0.4% | +93.5% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling