+404.3%
META vs TT
+764.8%
-360.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | -0.3% |
| 7D | -0.8% | -2.0% | +1.2% | +0.2% |
| 30D | -15.4% | -14.0% | -1.4% | -9.0% |
| 3M | +3.5% | -15.9% | +19.4% | +12.4% |
| 6M | -0.3% | -17.3% | +17.0% | +8.4% |
| YTD | -7.3% | +4.0% | -11.3% | -10.7% |
| 1Y | -1.1% | -7.1% | +6.0% | +0.7% |
| 3Y | +95.1% | +90.2% | +4.8% | +35.2% |
| 5Y | +80.6% | +131.1% | -50.5% | +11.0% |
| All | +404.3% | +764.8% | -360.5% | +82.3% |
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