+425.7%
META vs TD
+311.5%
+114.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.3% |
| 7D | +5.7% | -0.6% | +6.3% | +6.1% |
| 30D | -10.8% | +7.9% | -18.7% | -14.5% |
| 3M | +8.4% | +3.1% | +5.3% | +6.3% |
| 6M | +5.4% | +17.2% | -11.8% | -3.9% |
| YTD | -2.6% | +34.7% | -37.3% | -17.8% |
| 1Y | +3.5% | +56.9% | -53.4% | -19.8% |
| 3Y | +102.0% | +134.7% | -32.7% | +22.3% |
| 5Y | +93.1% | +104.8% | -11.7% | +26.8% |
| 10Y | +425.7% | +305.8% | +119.8% | +154.0% |
| All | +425.7% | +311.5% | +114.2% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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