+0.8%
META vs TSLL
-48.4%
+49.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.3% | +7.8% | +2.4% |
| 7D | +2.9% | -9.4% | +12.3% | +4.3% |
| 30D | -15.1% | +1.6% | -16.6% | -15.6% |
| 3M | +7.2% | +29.4% | -22.2% | +1.8% |
| 6M | +3.4% | -20.1% | +23.5% | +4.3% |
| YTD | -4.3% | -44.5% | +40.2% | -0.6% |
| 1Y | +0.8% | -46.0% | +46.8% | +4.7% |
| All | +0.8% | -48.4% | +49.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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