+107.3%
META vs TSLQ
-95.6%
+202.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.0% | -11.0% | +2.5% |
| 7D | +6.7% | -5.8% | +12.5% | +6.2% |
| 30D | +4.8% | -22.1% | +26.9% | +2.0% |
| 3M | -1.6% | +10.1% | -11.7% | +2.1% |
| 6M | -7.5% | -6.8% | -0.7% | -4.7% |
| YTD | -6.4% | +8.5% | -14.9% | -1.3% |
| 1Y | -17.3% | -49.7% | +32.4% | -18.8% |
| All | +107.3% | -95.6% | +202.9% | +98.8% |
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