+1,527.5%
META vs TD
+450.4%
+1,077.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.7% |
| 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% | -5.6% |
| 6M | -7.5% | +25.0% | -32.5% | -18.3% |
| YTD | -6.4% | +31.0% | -37.4% | -19.4% |
| 1Y | -17.3% | +65.2% | -82.5% | -37.3% |
| 3Y | +109.9% | +122.5% | -12.6% | +32.7% |
| 5Y | +65.4% | +124.8% | -59.4% | +4.6% |
| 10Y | +391.8% | +298.2% | +93.6% | +126.5% |
| All | +1,527.5% | +450.4% | +1,077.1% | +561.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling