+425.7%
META vs TLT
-14.3%
+440.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +5.7% | +0.3% | +5.4% | +5.8% |
| 30D | -10.8% | +5.1% | -15.9% | -10.1% |
| 3M | +8.4% | -0.2% | +8.6% | +8.4% |
| 6M | +5.4% | -2.9% | +8.3% | +5.0% |
| YTD | -2.6% | -2.7% | +0.1% | -3.0% |
| 1Y | +3.5% | -4.6% | +8.1% | +2.8% |
| 3Y | +102.0% | +6.1% | +95.9% | +104.4% |
| 5Y | +93.1% | -35.1% | +128.2% | +66.7% |
| 10Y | +425.7% | -12.5% | +438.2% | +411.6% |
| All | +425.7% | -14.3% | +440.0% | +411.6% |
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