+79.1%
META vs TPR
+255.9%
-176.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.1% | -11.0% | -6.4% |
| 7D | -3.1% | +13.9% | -17.0% | -7.6% |
| 30D | -18.1% | +14.9% | -33.0% | -22.2% |
| 3M | +2.9% | -15.4% | +18.2% | +7.6% |
| 6M | +0.2% | -4.5% | +4.7% | -0.8% |
| YTD | -8.1% | +6.0% | -14.1% | -13.2% |
| 1Y | -4.5% | +24.3% | -28.9% | -15.8% |
| 3Y | +94.2% | +412.8% | -318.6% | -11.7% |
| 5Y | +79.1% | +258.4% | -179.4% | -10.4% |
| All | +79.1% | +255.9% | -176.9% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling