+63.9%
META vs TNA
-21.0%
+84.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +6.0% | +4.1% | +2.0% | +4.7% |
| 30D | +3.6% | -7.6% | +11.2% | +6.1% |
| 3M | +4.9% | +8.1% | -3.2% | +1.7% |
| 6M | -4.7% | +49.0% | -53.7% | -17.7% |
| YTD | -6.9% | +51.7% | -58.6% | -20.8% |
| 1Y | -18.2% | +59.6% | -77.8% | -32.6% |
| 3Y | +107.8% | +118.9% | -11.1% | +32.0% |
| 5Y | +63.9% | -19.2% | +83.1% | +33.0% |
| All | +63.9% | -21.0% | +84.9% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling