+1,593.8%
META vs TDY
+983.9%
+609.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +3.3% | -2.6% | +5.9% | +4.3% |
| 30D | -10.8% | +5.3% | -16.0% | -12.9% |
| 3M | +7.9% | -6.4% | +14.3% | +10.6% |
| 6M | +5.4% | +4.0% | +1.4% | +2.7% |
| YTD | -2.6% | +26.5% | -29.1% | -13.4% |
| 1Y | +1.9% | +24.2% | -22.4% | -8.8% |
| 3Y | +97.0% | +68.8% | +28.2% | +51.6% |
| 5Y | +97.6% | +45.9% | +51.8% | +62.2% |
| 10Y | +436.0% | +451.1% | -15.0% | +147.8% |
| All | +1,593.8% | +983.9% | +609.9% | +573.6% |
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