+1,546.8%
META vs TD
+464.1%
+1,082.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +3.1% | +0.6% | +2.5% | +2.8% |
| 30D | -18.2% | +5.0% | -23.2% | -20.4% |
| 3M | +7.8% | +1.1% | +6.7% | +7.0% |
| 6M | +3.6% | +16.5% | -12.9% | -4.9% |
| YTD | -5.3% | +34.3% | -39.6% | -19.6% |
| 1Y | +2.7% | +52.9% | -50.1% | -18.7% |
| 3Y | +91.5% | +132.2% | -40.7% | +18.3% |
| 5Y | +84.7% | +101.9% | -17.2% | +23.5% |
| 10Y | +429.0% | +302.0% | +127.0% | +142.0% |
| All | +1,546.8% | +464.1% | +1,082.7% | +559.8% |
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