+447.1%
META vs TT
+737.0%
-290.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +3.1% | +8.1% | -5.0% | -0.8% |
| 30D | -18.2% | -11.3% | -6.9% | -13.4% |
| 3M | +7.8% | -11.2% | +19.0% | +14.0% |
| 6M | +3.6% | -8.9% | +12.5% | +7.5% |
| YTD | -5.3% | +9.7% | -15.0% | -11.1% |
| 1Y | +2.7% | +1.3% | +1.5% | +0.3% |
| 3Y | +91.5% | +93.4% | -1.9% | +31.5% |
| 5Y | +84.7% | +133.5% | -48.9% | +12.3% |
| All | +447.1% | +737.0% | -290.0% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling