+93.4%
META vs TSLL
-27.3%
+120.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -21.9% | +17.9% | -1.5% |
| 7D | -3.1% | -28.9% | +25.8% | +0.3% |
| 30D | -18.1% | -21.4% | +3.3% | -16.3% |
| 3M | +2.9% | +5.0% | -2.1% | +1.3% |
| 6M | +0.2% | -36.6% | +36.8% | +2.8% |
| YTD | -8.1% | -56.6% | +48.6% | -2.7% |
| 1Y | -4.5% | -60.9% | +56.3% | +1.6% |
| All | +93.4% | -27.3% | +120.8% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling