+96.8%
META vs TRU
+58.0%
+38.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +5.2% | 0.0% | +5.1% | +5.2% |
| 30D | -13.0% | +21.3% | -34.3% | -17.8% |
| 3M | +7.9% | +0.2% | +7.7% | +7.2% |
| 6M | +4.2% | +22.4% | -18.1% | -3.1% |
| YTD | -2.5% | -4.8% | +2.3% | -2.9% |
| 1Y | +5.6% | -0.2% | +5.8% | +3.4% |
| 3Y | +96.8% | +57.9% | +38.9% | +75.0% |
| All | +96.8% | +58.0% | +38.8% | +75.0% |
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 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