+0.8%
META vs TSLQ
-17.8%
+18.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | +2.4% |
| 7D | +2.9% | +9.8% | -7.0% | +4.3% |
| 30D | -15.1% | -6.0% | -9.0% | -15.6% |
| 3M | +7.2% | -35.0% | +42.2% | +1.6% |
| 6M | +3.4% | -24.9% | +28.3% | +3.9% |
| YTD | -4.3% | -12.7% | +8.4% | -1.2% |
| 1Y | +0.8% | -21.0% | +21.8% | +3.9% |
| All | +0.8% | -17.8% | +18.5% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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