+1,527.5%
META vs TMO
+1,160.7%
+366.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.4% |
| 7D | +6.7% | -1.4% | +8.1% | +7.4% |
| 30D | +4.8% | +6.2% | -1.5% | +1.5% |
| 3M | -1.6% | +27.5% | -29.1% | -13.8% |
| 6M | -7.5% | +20.0% | -27.4% | -16.9% |
| YTD | -6.4% | +6.1% | -12.5% | -10.8% |
| 1Y | -17.3% | +25.8% | -43.2% | -28.8% |
| 3Y | +109.9% | +11.2% | +98.7% | +87.3% |
| 5Y | +65.4% | +9.6% | +55.8% | +47.8% |
| 10Y | +391.8% | +317.8% | +74.0% | +100.8% |
| All | +1,527.5% | +1,160.7% | +366.8% | +250.8% |
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