+86.4%
META vs TFC
+1.3%
+85.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.4% |
| 7D | +5.2% | +2.3% | +2.9% | +4.2% |
| 30D | -13.0% | +10.8% | -23.8% | -16.7% |
| 3M | +7.9% | -3.8% | +11.7% | +9.4% |
| 6M | +4.2% | +9.6% | -5.3% | -0.3% |
| YTD | -2.5% | +5.8% | -8.3% | -5.7% |
| 1Y | +5.6% | +16.2% | -10.6% | -2.0% |
| 3Y | +96.8% | +96.0% | +0.8% | +41.8% |
| All | +86.4% | +1.3% | +85.1% | +96.6% |
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