-7.5%
META vs TPR
-21.1%
+13.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +6.7% | -2.7% | +9.4% | +7.1% |
| 30D | +4.8% | -23.3% | +28.0% | +9.2% |
| 3M | -1.6% | -12.8% | +11.2% | -1.2% |
| 6M | -7.5% | -21.7% | +14.3% | -1.0% |
| All | -7.5% | -21.1% | +13.6% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling