+1,527.5%
META vs TRI
+445.3%
+1,082.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +3.3% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +4.8% | +7.9% | -3.1% | +0.9% |
| 3M | -1.6% | +24.1% | -25.7% | -12.3% |
| 6M | -7.5% | +3.8% | -11.3% | -12.3% |
| YTD | -6.4% | -16.9% | +10.5% | -1.2% |
| 1Y | -17.3% | -38.4% | +21.0% | +3.4% |
| 3Y | +109.9% | -12.2% | +122.1% | +103.2% |
| 5Y | +65.4% | -1.8% | +67.2% | +48.6% |
| 10Y | +391.8% | +207.6% | +184.2% | +144.8% |
| All | +1,527.5% | +445.3% | +1,082.2% | +614.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling