+126.0%
META vs TLN
+630.2%
-504.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | -0.5% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | -15.4% | -10.5% | -4.9% | -13.9% |
| 3M | +3.5% | +0.1% | +3.4% | +2.8% |
| 6M | -0.3% | -17.4% | +17.1% | +1.9% |
| YTD | -7.3% | -9.7% | +2.3% | -8.2% |
| 1Y | -1.1% | -12.3% | +11.2% | -1.7% |
| 3Y | +95.1% | +528.3% | -433.2% | +27.0% |
| All | +126.0% | +630.2% | -504.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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