+462.9%
META vs TNA
+33.3%
+429.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | +5.2% | +3.7% | +1.4% | +4.0% |
| 30D | -13.0% | +4.4% | -17.4% | -14.4% |
| 3M | +7.9% | -26.7% | +34.6% | +16.5% |
| 6M | +4.2% | -12.8% | +17.1% | +6.4% |
| YTD | -2.5% | +22.7% | -25.2% | -10.7% |
| 1Y | +5.6% | +35.7% | -30.1% | -6.3% |
| 3Y | +96.8% | +134.6% | -37.8% | +34.6% |
| 5Y | +90.0% | -46.0% | +136.0% | +77.5% |
| All | +462.9% | +33.3% | +429.6% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling