+63.9%
META vs TMO
+7.5%
+56.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.2% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +3.6% | +1.5% | +2.1% | +2.8% |
| 3M | +4.9% | +28.5% | -23.6% | -7.3% |
| 6M | -4.7% | +20.4% | -25.1% | -13.6% |
| YTD | -6.9% | +4.3% | -11.2% | -9.9% |
| 1Y | -18.2% | +24.1% | -42.3% | -28.3% |
| 3Y | +107.8% | +17.5% | +90.3% | +80.3% |
| 5Y | +63.9% | +6.8% | +57.1% | +49.6% |
| All | +63.9% | +7.5% | +56.4% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling