+1,497.9%
META vs TLT
-0.9%
+1,498.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -3.9% |
| 7D | -3.1% | +0.5% | -3.7% | -3.0% |
| 30D | -18.1% | +6.0% | -24.1% | -17.1% |
| 3M | +2.9% | -0.9% | +3.8% | +2.7% |
| 6M | +0.2% | -2.6% | +2.8% | -0.3% |
| YTD | -8.1% | -3.1% | -5.0% | -8.7% |
| 1Y | -4.5% | -4.4% | -0.2% | -5.4% |
| 3Y | +94.2% | +5.5% | +88.7% | +97.4% |
| 5Y | +79.1% | -34.7% | +113.8% | +54.3% |
| 10Y | +405.9% | -17.6% | +423.5% | +385.1% |
| All | +1,497.9% | -0.9% | +1,498.8% | +1,617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling