-14.3%
META vs TDY
+9.2%
-23.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.6% | +8.2% | +6.9% |
| 7D | +10.3% | -1.8% | +12.1% | +10.7% |
| 30D | +9.9% | -13.8% | +23.6% | +13.4% |
| 3M | +11.9% | -3.9% | +15.8% | +12.5% |
| 6M | +1.2% | -9.0% | +10.1% | +2.1% |
| YTD | -0.8% | +16.5% | -17.3% | -3.2% |
| 1Y | -14.3% | +9.3% | -23.6% | -17.1% |
| All | -14.3% | +9.2% | -23.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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