+95.1%
META vs TPR
+407.4%
-312.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.1% |
| 7D | -0.8% | +14.2% | -15.0% | -4.0% |
| 30D | -15.4% | +17.1% | -32.5% | -18.7% |
| 3M | +3.5% | -17.7% | +21.2% | +8.0% |
| 6M | -0.3% | -10.2% | +9.9% | +0.9% |
| YTD | -7.3% | +4.9% | -12.2% | -10.6% |
| 1Y | -1.1% | +36.1% | -37.2% | -11.9% |
| 3Y | +95.1% | +416.5% | -321.4% | +40.7% |
| All | +95.1% | +407.4% | -312.3% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling