+1,527.5%
META vs TDG
+2,136.9%
-609.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +6.7% | -2.0% | +8.7% | +7.4% |
| 30D | +4.8% | -7.4% | +12.1% | +7.5% |
| 3M | -1.6% | -5.4% | +3.7% | -0.1% |
| 6M | -7.5% | -11.6% | +4.2% | -4.1% |
| YTD | -6.4% | -12.6% | +6.2% | -2.8% |
| 1Y | -17.3% | -9.3% | -8.0% | -15.5% |
| 3Y | +109.9% | +49.2% | +60.8% | +79.0% |
| 5Y | +65.4% | +132.1% | -66.8% | +21.7% |
| 10Y | +391.8% | +544.8% | -153.0% | +154.0% |
| All | +1,527.5% | +2,136.9% | -609.4% | +674.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling