+1,497.9%
META vs TRMB
+127.9%
+1,370.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.5% |
| 7D | -3.1% | -17.9% | +14.8% | +3.5% |
| 30D | -18.1% | -12.0% | -6.1% | -15.0% |
| 3M | +2.9% | -8.4% | +11.3% | +4.7% |
| 6M | +0.2% | -21.5% | +21.7% | +7.7% |
| YTD | -8.1% | -31.5% | +23.4% | +3.8% |
| 1Y | -4.5% | -33.4% | +28.9% | +8.8% |
| 3Y | +94.2% | +26.5% | +67.7% | +67.9% |
| 5Y | +79.1% | -37.9% | +117.0% | +101.7% |
| 10Y | +405.9% | +107.3% | +298.6% | +290.6% |
| All | +1,497.9% | +127.9% | +1,370.0% | +1,149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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