+462.9%
META vs TLT
-12.6%
+475.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.8% |
| 7D | +5.2% | -3.1% | +8.3% | +4.7% |
| 30D | -13.0% | +1.0% | -14.0% | -12.8% |
| 3M | +7.9% | -2.7% | +10.7% | +7.6% |
| 6M | +4.2% | -4.1% | +8.4% | +3.7% |
| YTD | -2.5% | -5.4% | +2.8% | -3.3% |
| 1Y | +5.6% | -7.0% | +12.6% | +4.4% |
| 3Y | +96.8% | +2.8% | +94.0% | +98.3% |
| 5Y | +90.0% | -35.4% | +125.4% | +64.7% |
| All | +462.9% | -12.6% | +475.5% | +439.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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