+418.8%
META vs TMO
+320.9%
+98.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.1% | +6.3% |
| 7D | +10.3% | -0.5% | +10.7% | +10.5% |
| 30D | +9.9% | +1.0% | +8.9% | +9.2% |
| 3M | +11.9% | +22.7% | -10.8% | +0.6% |
| 6M | +1.2% | +19.0% | -17.9% | -8.4% |
| YTD | -0.8% | +4.7% | -5.5% | -4.6% |
| 1Y | -14.3% | +26.0% | -40.4% | -25.9% |
| 3Y | +121.4% | +18.0% | +103.4% | +91.8% |
| 5Y | +74.5% | +8.0% | +66.5% | +57.8% |
| 10Y | +418.8% | +333.8% | +85.1% | +146.0% |
| All | +418.8% | +320.9% | +98.0% | +146.0% |
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