+418.8%
META vs TDG
+529.3%
-110.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +7.2% |
| 7D | +10.3% | -2.4% | +12.7% | +11.2% |
| 30D | +9.9% | -8.0% | +17.9% | +13.1% |
| 3M | +11.9% | -10.5% | +22.4% | +15.9% |
| 6M | +1.2% | -11.9% | +13.1% | +5.0% |
| YTD | -0.8% | -15.4% | +14.6% | +4.2% |
| 1Y | -14.3% | -14.2% | -0.1% | -10.7% |
| 3Y | +121.4% | +51.0% | +70.3% | +86.7% |
| 5Y | +74.5% | +126.5% | -52.0% | +28.1% |
| 10Y | +418.8% | +535.6% | -116.7% | +174.1% |
| All | +418.8% | +529.3% | -110.4% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling