-14.3%
META vs TRI
-42.5%
+28.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.9% | +8.4% | +6.6% |
| 7D | +10.3% | -8.4% | +18.7% | +10.6% |
| 30D | +9.9% | -6.5% | +16.3% | +10.1% |
| 3M | +11.9% | +18.6% | -6.7% | +12.3% |
| 6M | +1.2% | -10.4% | +11.6% | +3.0% |
| YTD | -0.8% | -23.7% | +22.9% | +1.6% |
| 1Y | -14.3% | -42.5% | +28.1% | -13.5% |
| All | -14.3% | -42.5% | +28.1% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling