+400.1%
META vs TT
+744.7%
-344.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.4% | -1.8% |
| 7D | -3.1% | -9.0% | +5.9% | +1.4% |
| 30D | -18.1% | -17.6% | -0.5% | -10.0% |
| 3M | +2.9% | -18.7% | +21.5% | +13.5% |
| 6M | +0.2% | -17.4% | +17.6% | +9.0% |
| YTD | -8.1% | +1.5% | -9.6% | -10.4% |
| 1Y | -4.5% | -9.4% | +4.9% | -1.6% |
| 3Y | +94.2% | +85.1% | +9.1% | +36.4% |
| 5Y | +79.1% | +125.7% | -46.7% | +11.4% |
| All | +400.1% | +744.7% | -344.6% | +82.9% |
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