+607.2%
META vs TRU
+238.0%
+369.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 6M | -7.5% | +3.4% | -10.9% | -10.3% |
| YTD | -6.4% | -6.4% | 0.0% | -6.2% |
| 1Y | -17.3% | -9.7% | -7.7% | -16.8% |
| 3Y | +109.9% | +0.1% | +109.8% | +89.4% |
| 5Y | +65.4% | -34.0% | +99.4% | +78.5% |
| 10Y | +391.8% | +147.9% | +243.9% | +210.3% |
| All | +607.2% | +238.0% | +369.2% | +304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling