+425.7%
META vs TKO
+1,254.1%
-828.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +3.9% |
| 7D | +5.7% | +7.8% | -2.1% | +3.6% |
| 30D | -10.8% | +12.2% | -22.9% | -13.5% |
| 3M | +8.4% | +7.5% | +1.0% | +6.1% |
| 6M | +5.4% | +7.7% | -2.4% | +2.6% |
| YTD | -2.6% | -3.3% | +0.7% | -2.7% |
| 1Y | +3.5% | +11.1% | -7.6% | -0.6% |
| 3Y | +102.0% | +141.0% | -39.0% | +55.6% |
| 5Y | +93.1% | +278.8% | -185.7% | +27.5% |
| 10Y | +425.7% | +1,186.2% | -760.5% | +166.6% |
| All | +425.7% | +1,254.1% | -828.4% | +166.6% |
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