+81.9%
META vs TRI
+5.0%
+76.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +2.1% |
| 7D | -0.8% | -4.8% | +4.0% | +0.2% |
| 30D | -15.4% | +13.4% | -28.8% | -19.4% |
| 3M | +3.5% | +13.1% | -9.6% | -1.9% |
| 6M | -0.3% | +24.4% | -24.7% | -10.0% |
| YTD | -7.3% | -11.4% | +4.1% | -1.0% |
| 1Y | -1.1% | -15.6% | +14.5% | +8.8% |
| 3Y | +95.1% | -6.5% | +101.5% | +69.9% |
| All | +81.9% | +5.0% | +76.9% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling