+277.4%
META vs TSLL
-51.4%
+328.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.3% | +7.8% | +2.2% |
| 7D | +2.9% | -9.4% | +12.3% | +4.1% |
| 30D | -15.1% | +1.6% | -16.6% | -15.5% |
| 3M | +7.2% | +29.4% | -22.2% | +2.9% |
| 6M | +3.4% | -20.1% | +23.5% | +3.6% |
| YTD | -4.3% | -44.5% | +40.2% | -0.7% |
| 1Y | +0.8% | -46.0% | +46.8% | +4.3% |
| 3Y | +102.2% | -4.3% | +106.4% | +69.0% |
| All | +277.4% | -51.4% | +328.8% | +265.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling