+1,593.7%
META vs TMO
+1,383.4%
+210.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.2% | +3.2% |
| 7D | +5.7% | +5.7% | 0.0% | +2.9% |
| 30D | -10.8% | +9.7% | -20.4% | -14.8% |
| 3M | +8.4% | +21.6% | -13.2% | -1.9% |
| 6M | +5.4% | +55.5% | -50.1% | -16.8% |
| YTD | -2.6% | +24.9% | -27.5% | -14.5% |
| 1Y | +3.5% | +26.5% | -23.0% | -9.9% |
| 3Y | +102.0% | +64.0% | +38.0% | +45.8% |
| 5Y | +93.1% | +18.3% | +74.7% | +67.1% |
| 10Y | +425.7% | +388.2% | +37.4% | +98.9% |
| All | +1,593.7% | +1,383.4% | +210.3% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling