+289.7%
META vs TSLQ
-97.3%
+387.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.4% | +9.2% | -0.4% |
| 7D | -0.8% | +19.7% | -20.5% | +2.2% |
| 30D | -15.4% | +4.1% | -19.5% | -14.3% |
| 3M | +3.5% | -30.9% | +34.4% | -0.2% |
| 6M | -0.3% | -13.6% | +13.3% | +2.0% |
| YTD | -7.3% | -2.6% | -4.7% | -2.0% |
| 1Y | -1.1% | -10.4% | +9.4% | +4.2% |
| 3Y | +95.1% | -96.4% | +191.4% | +61.0% |
| All | +289.7% | -97.3% | +387.1% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling