+93.1%
META vs TDY
+46.0%
+47.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.1% | +3.1% |
| 7D | +5.7% | -2.5% | +8.2% | +6.9% |
| 30D | -10.8% | +4.8% | -15.6% | -13.2% |
| 3M | +8.4% | -6.9% | +15.3% | +12.1% |
| 6M | +5.4% | +3.5% | +1.9% | +2.2% |
| YTD | -2.6% | +26.0% | -28.6% | -16.5% |
| 1Y | +3.5% | +25.4% | -21.9% | -11.1% |
| 3Y | +102.0% | +70.9% | +31.1% | +37.2% |
| 5Y | +93.1% | +46.6% | +46.5% | +48.9% |
| All | +93.1% | +46.0% | +47.0% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling