+0.2%
META vs TMF
-10.5%
+10.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.5% | -4.0% |
| 7D | -3.1% | +2.7% | -5.8% | -3.2% |
| 30D | -18.1% | +19.3% | -37.4% | -19.4% |
| 3M | +2.9% | -3.7% | +6.5% | +4.1% |
| 6M | +0.2% | -11.3% | +11.5% | +0.9% |
| All | +0.2% | -10.5% | +10.7% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling