+1,527.5%
META vs TT
+2,129.6%
-602.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | -7.2% | +11.9% | +8.5% |
| 3M | -1.6% | -3.0% | +1.3% | -0.7% |
| 6M | -7.5% | +1.4% | -8.8% | -8.8% |
| YTD | -6.4% | +15.9% | -22.3% | -13.8% |
| 1Y | -17.3% | +9.4% | -26.8% | -22.3% |
| 3Y | +109.9% | +124.4% | -14.4% | +37.9% |
| 5Y | +65.4% | +138.0% | -72.6% | +3.9% |
| 10Y | +391.8% | +886.4% | -494.6% | +67.2% |
| All | +1,527.5% | +2,129.6% | -602.1% | +375.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling