+95.1%
META vs TRU
+65.0%
+30.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | -0.8% | +5.7% | -6.5% | -2.3% |
| 30D | -15.4% | +29.2% | -44.6% | -21.5% |
| 3M | +3.5% | +2.7% | +0.9% | +2.1% |
| 6M | -0.3% | +15.2% | -15.5% | -5.6% |
| YTD | -7.3% | -4.9% | -2.5% | -7.7% |
| 1Y | -1.1% | +3.4% | -4.5% | -4.3% |
| 3Y | +95.1% | +63.2% | +31.9% | +76.5% |
| All | +95.1% | +65.0% | +30.1% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling