+81.9%
META vs TD
+101.6%
-19.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -0.8% | -1.7% | +0.9% | +0.2% |
| 30D | -15.4% | +8.2% | -23.6% | -19.4% |
| 3M | +3.5% | +1.7% | +1.8% | +2.2% |
| 6M | -0.3% | +14.2% | -14.5% | -8.2% |
| YTD | -7.3% | +32.8% | -40.1% | -22.2% |
| 1Y | -1.1% | +55.5% | -56.6% | -24.3% |
| 3Y | +95.1% | +129.6% | -34.6% | +14.4% |
| All | +81.9% | +101.6% | -19.7% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling