+137.5%
META vs TLN
+683.0%
-545.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.2% | -2.1% | +3.8% |
| 7D | +5.7% | +9.1% | -3.3% | +3.8% |
| 30D | -10.8% | -4.1% | -6.7% | -10.2% |
| 3M | +8.4% | +4.4% | +4.0% | +6.9% |
| 6M | +5.4% | -6.0% | +11.4% | +5.1% |
| YTD | -2.6% | -3.1% | +0.5% | -4.8% |
| 1Y | +3.5% | -6.1% | +9.6% | +1.6% |
| 3Y | +102.0% | +575.3% | -473.3% | +29.8% |
| All | +137.5% | +683.0% | -545.5% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling