+97.0%
META vs TD
+133.6%
-36.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.3% | -0.7% | +4.0% | +3.6% |
| 30D | -10.8% | +7.6% | -18.4% | -13.2% |
| 3M | +7.9% | +3.0% | +4.9% | +6.6% |
| 6M | +5.4% | +16.8% | -11.5% | -0.5% |
| YTD | -2.6% | +34.3% | -36.9% | -12.9% |
| 1Y | +1.9% | +56.0% | -54.1% | -12.4% |
| 3Y | +97.0% | +132.4% | -35.4% | +54.6% |
| All | +97.0% | +133.6% | -36.6% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling