+1,527.5%
META vs TRV
+704.9%
+822.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +6.7% | -0.1% | +6.9% | +6.8% |
| 30D | +4.8% | -3.4% | +8.2% | +5.9% |
| 3M | -1.6% | +26.4% | -28.0% | -9.5% |
| 6M | -7.5% | +19.3% | -26.8% | -13.3% |
| YTD | -6.4% | +28.3% | -34.7% | -14.5% |
| 1Y | -17.3% | +34.3% | -51.6% | -25.9% |
| 3Y | +109.9% | +140.1% | -30.2% | +48.5% |
| 5Y | +65.4% | +155.7% | -90.4% | +12.4% |
| 10Y | +391.8% | +285.5% | +106.3% | +163.3% |
| All | +1,527.5% | +704.9% | +822.6% | +499.4% |
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