+0.8%
META vs TT
-6.5%
+7.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.1% |
| 7D | +2.9% | -8.5% | +11.3% | +6.3% |
| 30D | -15.1% | -12.8% | -2.3% | -10.4% |
| 3M | +7.2% | -12.9% | +20.1% | +13.3% |
| 6M | +3.4% | -15.2% | +18.6% | +9.4% |
| YTD | -4.3% | +6.2% | -10.5% | -12.1% |
| 1Y | +0.8% | -4.5% | +5.3% | -2.0% |
| All | +0.8% | -6.5% | +7.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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