+63.9%
META vs TDG
+132.8%
-68.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | +0.2% |
| 7D | +6.0% | -0.9% | +7.0% | +6.5% |
| 30D | +3.6% | -6.5% | +10.1% | +7.2% |
| 3M | +4.9% | -5.1% | +10.0% | +7.0% |
| 6M | -4.7% | -11.5% | +6.8% | +0.4% |
| YTD | -6.9% | -13.9% | +7.0% | -1.1% |
| 1Y | -18.2% | -11.5% | -6.7% | -14.8% |
| 3Y | +107.8% | +53.7% | +54.1% | +46.5% |
| 5Y | +63.9% | +135.5% | -71.6% | -14.8% |
| All | +63.9% | +132.8% | -68.8% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling