+444.1%
META vs TMO
+381.7%
+62.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.3% | +2.8% | +0.4% | +1.9% |
| 30D | -10.8% | +9.1% | -19.9% | -14.4% |
| 3M | +7.9% | +19.9% | -12.0% | -1.3% |
| 6M | +5.4% | +54.7% | -49.3% | -15.8% |
| YTD | -2.6% | +24.3% | -26.9% | -13.8% |
| 1Y | +1.9% | +25.0% | -23.2% | -10.3% |
| 3Y | +97.0% | +61.7% | +35.2% | +44.4% |
| 5Y | +97.6% | +16.2% | +81.4% | +73.6% |
| All | +444.1% | +381.7% | +62.4% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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