+600.2%
META vs TRU
+243.5%
+356.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.7% |
| 7D | -0.8% | +5.7% | -6.5% | -3.1% |
| 30D | -15.4% | +29.2% | -44.6% | -24.7% |
| 3M | +3.5% | +2.7% | +0.9% | +0.8% |
| 6M | -0.3% | +15.2% | -15.5% | -8.6% |
| YTD | -7.3% | -4.9% | -2.5% | -8.9% |
| 1Y | -1.1% | +3.4% | -4.5% | -6.6% |
| 3Y | +95.1% | +63.2% | +31.9% | +39.6% |
| 5Y | +80.6% | -26.6% | +107.2% | +84.2% |
| 10Y | +410.1% | +172.8% | +237.3% | +207.2% |
| All | +600.2% | +243.5% | +356.7% | +292.8% |
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