+86.4%
META vs TGT
-27.7%
+114.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +5.2% | +2.6% | +2.5% | +4.4% |
| 30D | -13.0% | +4.7% | -17.7% | -14.3% |
| 3M | +7.9% | +4.6% | +3.4% | +6.0% |
| 6M | +4.2% | +34.9% | -30.6% | -5.4% |
| YTD | -2.5% | +70.9% | -73.4% | -18.4% |
| 1Y | +5.6% | +84.4% | -78.8% | -14.0% |
| 3Y | +96.8% | +69.1% | +27.7% | +49.8% |
| All | +86.4% | -27.7% | +114.1% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling