+447.1%
META vs TRV
+350.5%
+96.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | -18.2% | +8.0% | -26.2% | -20.1% |
| 3M | +7.8% | +9.3% | -1.5% | +5.0% |
| 6M | +3.6% | +36.2% | -32.6% | -5.9% |
| YTD | -5.3% | +40.6% | -45.9% | -14.9% |
| 1Y | +2.7% | +43.1% | -40.3% | -8.2% |
| 3Y | +91.5% | +149.6% | -58.1% | +39.9% |
| 5Y | +84.7% | +181.6% | -97.0% | +27.7% |
| All | +447.1% | +350.5% | +96.6% | +276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling