+0.8%
META vs TRU
+2.1%
-1.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.1% | +0.8% |
| 7D | +2.9% | +10.5% | -7.7% | +1.5% |
| 30D | -15.1% | +28.7% | -43.8% | -18.6% |
| 3M | +7.2% | +0.7% | +6.6% | +7.3% |
| 6M | +3.4% | +19.3% | -15.9% | -0.8% |
| YTD | -4.3% | -3.7% | -0.6% | -4.1% |
| 1Y | +0.8% | +3.4% | -2.6% | 0.0% |
| All | +0.8% | +2.1% | -1.3% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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