+130.9%
META vs TLN
+733.8%
-602.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.2% |
| 7D | +3.1% | +22.3% | -19.2% | -0.8% |
| 30D | -18.2% | +1.2% | -19.4% | -18.6% |
| 3M | +7.8% | +5.9% | +1.9% | +6.0% |
| 6M | +3.6% | +3.2% | +0.4% | +1.4% |
| YTD | -5.3% | +3.2% | -8.4% | -8.5% |
| 1Y | +2.7% | +5.2% | -2.5% | -1.5% |
| 3Y | +91.5% | +606.3% | -514.8% | +22.1% |
| All | +130.9% | +733.8% | -602.9% | +49.8% |
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