+1,560.5%
META vs TRV
+773.5%
+787.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -0.2% | -2.4% | +2.2% | +0.6% |
| 30D | -15.4% | +7.5% | -22.8% | -17.4% |
| 3M | +5.0% | +6.7% | -1.7% | +2.7% |
| 6M | +5.2% | +35.5% | -30.3% | -5.6% |
| YTD | -4.5% | +39.3% | -43.8% | -15.2% |
| 1Y | +0.6% | +41.8% | -41.2% | -11.3% |
| 3Y | +93.1% | +147.3% | -54.2% | +35.8% |
| 5Y | +93.7% | +178.3% | -84.6% | +28.0% |
| 10Y | +433.3% | +348.3% | +85.0% | +167.5% |
| All | +1,560.5% | +773.5% | +787.0% | +494.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling