+1,527.5%
META vs TRGP
+1,115.2%
+412.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +6.7% | +0.8% | +5.9% | +6.6% |
| 30D | +4.8% | +11.5% | -6.8% | +2.8% |
| 3M | -1.6% | +9.0% | -10.6% | -3.4% |
| 6M | -7.5% | +20.5% | -28.0% | -10.9% |
| YTD | -6.4% | +59.5% | -65.9% | -14.1% |
| 1Y | -17.3% | +77.9% | -95.3% | -25.7% |
| 3Y | +109.9% | +253.6% | -143.6% | +68.5% |
| 5Y | +65.4% | +615.5% | -550.1% | +18.8% |
| 10Y | +391.8% | +897.1% | -505.3% | +199.8% |
| All | +1,527.5% | +1,115.2% | +412.2% | +774.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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