+404.3%
META vs TGT
+218.2%
+186.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -0.8% | +2.6% | -3.4% | -1.5% |
| 30D | -15.4% | +5.0% | -20.4% | -16.6% |
| 3M | +3.5% | +8.5% | -5.0% | +0.8% |
| 6M | -0.3% | +23.8% | -24.0% | -6.5% |
| YTD | -7.3% | +66.5% | -73.8% | -20.3% |
| 1Y | -1.1% | +84.9% | -86.0% | -17.5% |
| 3Y | +95.1% | +59.2% | +35.8% | +61.0% |
| 5Y | +80.6% | -27.2% | +107.8% | +83.6% |
| All | +404.3% | +218.2% | +186.1% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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