+1,511.3%
META vs TKO
+2,995.4%
-1,484.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | -0.8% | +5.7% | -6.5% | -1.9% |
| 30D | -15.4% | +6.9% | -22.3% | -16.7% |
| 3M | +3.5% | +2.4% | +1.1% | +2.8% |
| 6M | -0.3% | +1.1% | -1.4% | -1.0% |
| YTD | -7.3% | -7.5% | +0.2% | -6.5% |
| 1Y | -1.1% | +7.2% | -8.3% | -3.4% |
| 3Y | +95.1% | +131.3% | -36.3% | +60.8% |
| 5Y | +80.6% | +250.8% | -170.3% | +34.4% |
| 10Y | +410.1% | +1,146.6% | -736.5% | +201.4% |
| All | +1,511.3% | +2,995.4% | -1,484.1% | +659.9% |
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 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