+1,593.7%
META vs TKO
+3,135.6%
-1,541.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +4.2% |
| 7D | +5.7% | +7.8% | -2.1% | +4.1% |
| 30D | -10.8% | +12.2% | -22.9% | -12.9% |
| 3M | +8.4% | +7.5% | +1.0% | +6.6% |
| 6M | +5.4% | +7.7% | -2.4% | +3.2% |
| YTD | -2.6% | -3.3% | +0.7% | -2.6% |
| 1Y | +3.5% | +11.1% | -7.6% | +0.3% |
| 3Y | +102.0% | +141.0% | -39.0% | +65.1% |
| 5Y | +93.1% | +278.8% | -185.7% | +41.5% |
| 10Y | +425.7% | +1,186.2% | -760.5% | +208.4% |
| All | +1,593.7% | +3,135.6% | -1,541.9% | +691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling