+404.3%
META vs TMF
-84.4%
+488.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.8% | +1.2% | -2.0% | -0.7% |
| 30D | -15.4% | +19.7% | -35.1% | -14.7% |
| 3M | +3.5% | -2.1% | +5.6% | +3.5% |
| 6M | -0.3% | -13.4% | +13.2% | -0.8% |
| YTD | -7.3% | -16.7% | +9.4% | -8.0% |
| 1Y | -1.1% | -23.3% | +22.3% | -2.2% |
| 3Y | +95.1% | -24.8% | +119.9% | +93.9% |
| 5Y | +80.6% | -88.0% | +168.6% | +52.5% |
| All | +404.3% | -84.4% | +488.7% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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