+62.8%
META vs TD
+124.9%
-62.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.8% |
| 7D | +6.7% | +0.3% | +6.4% | +6.5% |
| 30D | +4.8% | +0.4% | +4.4% | +4.4% |
| 3M | -1.6% | +7.6% | -9.3% | -5.9% |
| 6M | -7.5% | +25.0% | -32.5% | -19.3% |
| YTD | -6.4% | +31.0% | -37.4% | -20.6% |
| 1Y | -17.3% | +65.2% | -82.5% | -38.8% |
| 3Y | +109.9% | +122.5% | -12.6% | +26.7% |
| All | +62.8% | +124.9% | -62.1% | +3.2% |
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