+107.8%
META vs TMO
+14.9%
+92.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.1% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +3.6% | +1.5% | +2.1% | +3.2% |
| 3M | +4.9% | +28.5% | -23.6% | -2.0% |
| 6M | -4.7% | +20.4% | -25.1% | -9.6% |
| YTD | -6.9% | +4.3% | -11.2% | -8.6% |
| 1Y | -18.2% | +24.1% | -42.3% | -23.8% |
| 3Y | +107.8% | +17.5% | +90.3% | +97.6% |
| All | +107.8% | +14.9% | +92.9% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling