+0.6%
META vs TDG
-3.1%
+3.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.4% |
| 7D | -0.2% | +2.3% | -2.5% | -0.8% |
| 30D | -15.4% | +11.2% | -26.5% | -17.5% |
| 3M | +5.0% | +0.2% | +4.8% | +5.1% |
| 6M | +5.2% | +3.9% | +1.3% | +3.4% |
| YTD | -4.5% | -6.4% | +1.9% | -4.6% |
| 1Y | +0.6% | -3.8% | +4.4% | -0.2% |
| All | +0.6% | -3.1% | +3.7% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling