+81.9%
META vs TMF
-88.0%
+169.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.8% | +1.2% | -2.0% | -0.8% |
| 30D | -15.4% | +19.7% | -35.1% | -15.9% |
| 3M | +3.5% | -2.1% | +5.6% | +3.6% |
| 6M | -0.3% | -13.4% | +13.2% | +0.1% |
| YTD | -7.3% | -16.7% | +9.4% | -6.9% |
| 1Y | -1.1% | -23.3% | +22.3% | -0.5% |
| 3Y | +95.1% | -24.8% | +119.9% | +93.5% |
| All | +81.9% | -88.0% | +169.9% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling