+375.1%
META vs TGT
+212.5%
+162.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.3% |
| 7D | +6.0% | -0.6% | +6.7% | +6.2% |
| 30D | +3.6% | +9.5% | -5.9% | +1.0% |
| 3M | +4.9% | +32.3% | -27.4% | -3.1% |
| 6M | -4.7% | +37.0% | -41.7% | -12.9% |
| YTD | -6.9% | +71.0% | -77.9% | -20.3% |
| 1Y | -18.2% | +85.0% | -103.2% | -31.6% |
| 3Y | +107.8% | +46.8% | +60.9% | +76.1% |
| 5Y | +63.9% | -22.7% | +86.7% | +64.8% |
| 10Y | +375.1% | +216.3% | +158.8% | +272.5% |
| All | +375.1% | +212.5% | +162.6% | +272.5% |
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