+1,511.3%
META vs TRGP
+1,013.0%
+498.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.2% |
| 7D | -0.8% | -16.0% | +15.2% | +1.9% |
| 30D | -15.4% | -6.4% | -9.0% | -14.6% |
| 3M | +3.5% | -1.0% | +4.5% | +3.3% |
| 6M | -0.3% | +7.0% | -7.2% | -2.1% |
| YTD | -7.3% | +46.1% | -53.4% | -13.9% |
| 1Y | -1.1% | +58.7% | -59.8% | -9.4% |
| 3Y | +95.1% | +221.9% | -126.8% | +58.8% |
| 5Y | +80.6% | +419.9% | -339.3% | +35.7% |
| 10Y | +410.1% | +769.8% | -359.6% | +216.8% |
| All | +1,511.3% | +1,013.0% | +498.3% | +775.8% |
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