+1,497.9%
META vs TMF
-79.9%
+1,577.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.5% | -3.9% |
| 7D | -3.1% | +2.7% | -5.8% | -2.9% |
| 30D | -18.1% | +19.3% | -37.4% | -17.1% |
| 3M | +2.9% | -3.7% | +6.5% | +2.7% |
| 6M | +0.2% | -11.3% | +11.5% | -0.5% |
| YTD | -8.1% | -16.6% | +8.5% | -9.1% |
| 1Y | -4.5% | -21.1% | +16.6% | -6.0% |
| 3Y | +94.2% | -26.8% | +121.0% | +92.3% |
| 5Y | +79.1% | -88.0% | +167.1% | +48.1% |
| 10Y | +405.9% | -84.7% | +490.6% | +355.3% |
| All | +1,497.9% | -79.9% | +1,577.8% | +1,497.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling