+379.6%
META vs TLT
-21.2%
+400.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +6.7% | -0.4% | +7.1% | +6.6% |
| 30D | +4.8% | -0.6% | +5.3% | +4.7% |
| 3M | -1.6% | -2.7% | +1.1% | -2.0% |
| 6M | -7.5% | -5.6% | -1.8% | -8.2% |
| YTD | -6.4% | -2.8% | -3.6% | -6.8% |
| 1Y | -17.3% | -1.4% | -15.9% | -17.5% |
| 3Y | +109.9% | -1.6% | +111.5% | +109.2% |
| 5Y | +65.4% | -33.8% | +99.2% | +45.5% |
| All | +379.6% | -21.2% | +400.8% | +375.9% |
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