+96.8%
META vs TSLQ
-97.0%
+193.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +3.4% |
| 7D | +5.2% | -16.8% | +22.0% | +2.9% |
| 30D | -13.0% | -18.0% | +5.0% | -14.5% |
| 3M | +7.9% | -34.5% | +42.4% | +4.0% |
| 6M | +4.2% | -8.9% | +13.2% | +7.0% |
| YTD | -2.5% | -19.0% | +16.5% | +0.1% |
| 1Y | +5.6% | -38.2% | +43.8% | +5.6% |
| 3Y | +96.8% | -96.9% | +193.7% | +76.9% |
| All | +96.8% | -97.0% | +193.8% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling