+375.1%
META vs TRI
+190.0%
+185.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +2.2% |
| 7D | +6.0% | -7.1% | +13.1% | +9.1% |
| 30D | +3.6% | -2.3% | +5.9% | +4.1% |
| 3M | +4.9% | +19.6% | -14.7% | -5.0% |
| 6M | -4.7% | -8.7% | +4.0% | -3.6% |
| YTD | -6.9% | -22.3% | +15.4% | +2.0% |
| 1Y | -18.2% | -40.7% | +22.5% | +5.3% |
| 3Y | +107.8% | -17.8% | +125.5% | +104.9% |
| 5Y | +63.9% | -8.5% | +72.4% | +48.6% |
| 10Y | +375.1% | +192.6% | +182.5% | +145.5% |
| All | +375.1% | +190.0% | +185.1% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling