+1,511.3%
META vs TRI
+480.8%
+1,030.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.5% | +2.7% |
| 7D | -0.8% | -4.8% | +4.0% | +0.6% |
| 30D | -15.4% | +13.4% | -28.8% | -20.8% |
| 3M | +3.5% | +13.1% | -9.6% | -3.8% |
| 6M | -0.3% | +24.4% | -24.7% | -13.6% |
| YTD | -7.3% | -11.4% | +4.1% | -6.3% |
| 1Y | -1.1% | -15.6% | +14.5% | +2.7% |
| 3Y | +95.1% | -6.5% | +101.5% | +81.0% |
| 5Y | +80.6% | +5.3% | +75.3% | +55.1% |
| 10Y | +410.1% | +239.9% | +170.2% | +139.1% |
| All | +1,511.3% | +480.8% | +1,030.5% | +577.5% |
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 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