+1,518.8%
META vs TDY
+915.1%
+603.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +6.0% | -0.9% | +6.9% | +6.4% |
| 30D | +3.6% | -12.5% | +16.1% | +9.6% |
| 3M | +4.9% | -1.2% | +6.1% | +5.0% |
| 6M | -4.7% | -6.6% | +1.9% | -2.5% |
| YTD | -6.9% | +18.5% | -25.4% | -14.6% |
| 1Y | -18.2% | +10.8% | -28.9% | -23.0% |
| 3Y | +107.8% | +47.5% | +60.2% | +70.2% |
| 5Y | +63.9% | +35.8% | +28.1% | +39.0% |
| 10Y | +375.1% | +459.0% | -83.9% | +118.3% |
| All | +1,518.8% | +915.1% | +603.7% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling