+268.0%
META vs TW
+301.3%
-33.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +5.2% | +3.9% | +1.2% | +3.8% |
| 30D | -13.0% | +19.9% | -32.9% | -18.4% |
| 3M | +7.9% | +25.9% | -18.0% | -0.7% |
| 6M | +4.2% | +21.1% | -16.9% | -3.2% |
| YTD | -2.5% | +23.9% | -26.4% | -10.7% |
| 1Y | +5.6% | +21.2% | -15.7% | -2.6% |
| 3Y | +96.8% | +44.8% | +52.0% | +63.8% |
| 5Y | +90.0% | +41.4% | +48.6% | +55.0% |
| All | +268.0% | +301.3% | -33.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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