+447.1%
META vs TKO
+1,112.7%
-665.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.1% |
| 7D | +3.1% | +2.6% | +0.5% | +2.4% |
| 30D | -18.2% | +11.6% | -29.8% | -20.6% |
| 3M | +7.8% | -0.1% | +8.0% | +7.6% |
| 6M | +3.6% | +6.7% | -3.1% | +1.1% |
| YTD | -5.3% | -6.0% | +0.7% | -4.7% |
| 1Y | +2.7% | +8.5% | -5.8% | -0.7% |
| 3Y | +91.5% | +150.9% | -59.4% | +46.0% |
| 5Y | +84.7% | +274.0% | -189.3% | +22.3% |
| All | +447.1% | +1,112.7% | -665.7% | +182.5% |
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