+62.8%
META vs TRU
-33.8%
+96.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +6.9% | +3.5% |
| 7D | +6.7% | -6.8% | +13.5% | +9.7% |
| 30D | +4.8% | 0.0% | +4.7% | +4.5% |
| 3M | -1.6% | +13.3% | -14.9% | -7.6% |
| 6M | -7.5% | +3.4% | -10.9% | -10.3% |
| YTD | -6.4% | -6.4% | 0.0% | -6.0% |
| 1Y | -17.3% | -9.7% | -7.7% | -16.6% |
| 3Y | +109.9% | +0.1% | +109.8% | +92.9% |
| All | +62.8% | -33.8% | +96.6% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling