+1,527.5%
META vs TPR
+179.1%
+1,348.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -2.3% | +9.0% | +7.3% |
| 30D | +4.8% | -23.0% | +27.7% | +11.0% |
| 3M | -1.6% | -12.5% | +10.8% | +0.7% |
| 6M | -7.5% | -21.4% | +14.0% | -3.0% |
| YTD | -6.4% | -3.5% | -2.9% | -7.1% |
| 1Y | -17.3% | +17.4% | -34.7% | -22.2% |
| 3Y | +109.9% | +291.3% | -181.3% | +44.1% |
| 5Y | +65.4% | +241.9% | -176.6% | +15.2% |
| 10Y | +391.8% | +322.7% | +69.1% | +196.8% |
| All | +1,527.5% | +179.1% | +1,348.4% | +866.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling