+291.6%
META vs TSLQ
-97.3%
+388.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.0% | +7.4% | -1.7% |
| 7D | +6.0% | -8.6% | +14.6% | +4.9% |
| 30D | +3.6% | -24.9% | +28.5% | 0.0% |
| 3M | +4.9% | -1.5% | +6.4% | +7.4% |
| 6M | -4.7% | -18.1% | +13.4% | -3.3% |
| YTD | -6.9% | -0.1% | -6.8% | -2.3% |
| 1Y | -18.2% | -51.4% | +33.2% | -20.5% |
| 3Y | +107.8% | -95.9% | +203.7% | +76.4% |
| All | +291.6% | -97.3% | +388.8% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling