+1,560.5%
META vs TMO
+1,375.3%
+185.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.2% | +1.6% | -1.8% | -1.0% |
| 30D | -15.4% | +8.4% | -23.7% | -18.7% |
| 3M | +5.0% | +18.7% | -13.7% | -3.8% |
| 6M | +5.2% | +58.9% | -53.7% | -17.9% |
| YTD | -4.5% | +24.2% | -28.7% | -16.0% |
| 1Y | +0.6% | +22.8% | -22.2% | -11.1% |
| 3Y | +93.1% | +61.6% | +31.5% | +40.5% |
| 5Y | +93.7% | +15.3% | +78.4% | +70.0% |
| 10Y | +433.3% | +388.1% | +45.2% | +101.8% |
| All | +1,560.5% | +1,375.3% | +185.1% | +230.6% |
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 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