+1,527.5%
META vs TFC
+191.3%
+1,336.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +2.4% | +4.3% | +5.8% |
| 30D | +4.8% | -1.3% | +6.1% | +5.2% |
| 3M | -1.6% | +6.1% | -7.7% | -3.9% |
| 6M | -7.5% | +7.3% | -14.8% | -10.1% |
| YTD | -6.4% | +8.2% | -14.6% | -9.5% |
| 1Y | -17.3% | +14.4% | -31.8% | -21.9% |
| 3Y | +109.9% | +93.7% | +16.2% | +61.0% |
| 5Y | +65.4% | +16.4% | +49.0% | +50.1% |
| 10Y | +391.8% | +101.6% | +290.2% | +218.5% |
| All | +1,527.5% | +191.3% | +1,336.2% | +742.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling