+462.9%
META vs TD
+300.0%
+162.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +1.1% | +4.1% | +4.5% |
| 30D | -13.0% | +5.2% | -18.2% | -15.5% |
| 3M | +7.9% | +1.2% | +6.7% | +7.0% |
| 6M | +4.2% | +17.7% | -13.5% | -5.2% |
| YTD | -2.5% | +34.2% | -36.8% | -17.7% |
| 1Y | +5.6% | +55.4% | -49.9% | -17.8% |
| 3Y | +96.8% | +130.4% | -33.6% | +20.2% |
| 5Y | +90.0% | +101.8% | -11.8% | +25.6% |
| All | +462.9% | +300.0% | +162.9% | +138.2% |
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