+63.9%
META vs TKO
+312.5%
-248.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -2.0% |
| 7D | +6.0% | +7.2% | -1.1% | +3.8% |
| 30D | +3.6% | +4.7% | -1.1% | +2.1% |
| 3M | +4.9% | -3.2% | +8.1% | +5.5% |
| 6M | -4.7% | -2.9% | -1.8% | -4.5% |
| YTD | -6.9% | -5.8% | -1.1% | -6.2% |
| 1Y | -18.2% | -1.1% | -17.1% | -19.1% |
| 3Y | +107.8% | +111.1% | -3.3% | +61.0% |
| 5Y | +63.9% | +315.6% | -251.7% | -23.9% |
| All | +63.9% | +312.5% | -248.6% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling