+1,563.7%
META vs TPR
+186.3%
+1,377.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.6% |
| 7D | +2.9% | +12.6% | -9.8% | -0.1% |
| 30D | -15.1% | +7.1% | -22.2% | -16.6% |
| 3M | +7.2% | -19.4% | +26.6% | +12.0% |
| 6M | +3.4% | -9.7% | +13.1% | +4.4% |
| YTD | -4.3% | -1.0% | -3.3% | -5.9% |
| 1Y | +0.8% | +19.3% | -18.5% | -5.7% |
| 3Y | +102.2% | +379.0% | -276.8% | +31.9% |
| 5Y | +89.4% | +239.1% | -149.7% | +31.7% |
| 10Y | +426.7% | +364.0% | +62.7% | +211.2% |
| All | +1,563.7% | +186.3% | +1,377.4% | +878.8% |
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