-4.5%
META vs TPR
+28.0%
-32.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.1% | -11.0% | -4.7% |
| 7D | -3.1% | +13.9% | -17.0% | -4.6% |
| 30D | -18.1% | +14.9% | -33.0% | -19.5% |
| 3M | +2.9% | -15.4% | +18.2% | +5.7% |
| 6M | +0.2% | -4.5% | +4.7% | -0.4% |
| YTD | -8.1% | +6.0% | -14.1% | -9.3% |
| 1Y | -4.5% | +24.3% | -28.9% | -8.4% |
| All | -4.5% | +28.0% | -32.5% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling