+418.8%
META vs TKO
+958.6%
-539.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.7% | +7.1% |
| 7D | +10.3% | +0.7% | +9.6% | +9.9% |
| 30D | +9.9% | +0.9% | +9.0% | +9.5% |
| 3M | +11.9% | -6.2% | +18.1% | +13.4% |
| 6M | +1.2% | -5.6% | +6.8% | +2.1% |
| YTD | -0.8% | -7.8% | +7.1% | +0.4% |
| 1Y | -14.3% | -1.2% | -13.1% | -15.1% |
| 3Y | +121.4% | +106.5% | +14.9% | +77.5% |
| 5Y | +74.5% | +310.4% | -235.9% | +13.8% |
| 10Y | +418.8% | +987.5% | -568.7% | +185.5% |
| All | +418.8% | +958.6% | -539.8% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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