+95.1%
META vs TNA
+105.1%
-10.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.2% |
| 7D | -0.8% | -7.0% | +6.2% | +0.7% |
| 30D | -15.4% | -6.4% | -9.0% | -14.4% |
| 3M | +3.5% | -25.7% | +29.2% | +9.9% |
| 6M | -0.3% | -19.7% | +19.5% | +3.4% |
| YTD | -7.3% | +18.3% | -25.6% | -13.1% |
| 1Y | -1.1% | +24.6% | -25.7% | -8.7% |
| 3Y | +95.1% | +112.8% | -17.8% | +55.8% |
| All | +95.1% | +105.1% | -10.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling