+5.6%
META vs TLT
-7.4%
+13.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +5.2% | -3.1% | +8.3% | +6.4% |
| 30D | -13.0% | +1.0% | -14.0% | -13.8% |
| 3M | +7.9% | -2.7% | +10.7% | +9.6% |
| 6M | +4.2% | -4.1% | +8.4% | +6.1% |
| YTD | -2.5% | -5.4% | +2.8% | -1.0% |
| 1Y | +5.6% | -7.0% | +12.6% | +8.0% |
| All | +5.6% | -7.4% | +13.0% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling