+1,593.8%
META vs TDG
+2,259.1%
-665.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +3.3% | +1.4% | +1.8% | +2.8% |
| 30D | -10.8% | +10.6% | -21.4% | -13.9% |
| 3M | +7.9% | +0.2% | +7.7% | +7.6% |
| 6M | +5.4% | +0.9% | +4.5% | +4.4% |
| YTD | -2.6% | -7.8% | +5.3% | -0.9% |
| 1Y | +1.9% | -4.9% | +6.8% | +2.5% |
| 3Y | +97.0% | +44.5% | +52.5% | +69.7% |
| 5Y | +97.6% | +117.7% | -20.1% | +47.4% |
| 10Y | +436.0% | +565.8% | -129.8% | +172.9% |
| All | +1,593.8% | +2,259.1% | -665.4% | +689.7% |
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